+80,393.2%
FICO vs GFI
+508.6%
+79,884.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | +2.2% | -8.7% | +10.9% | +2.5% |
| 30D | +0.1% | +0.6% | -0.5% | 0.0% |
| 3M | -35.2% | -7.5% | -27.7% | -35.1% |
| 6M | -32.4% | -18.3% | -14.0% | -32.1% |
| YTD | -57.4% | -13.8% | -43.6% | -57.5% |
| 1Y | -58.5% | -8.8% | -49.7% | -58.7% |
| 3Y | -28.9% | +215.8% | -244.7% | -33.1% |
| 5Y | +91.7% | +301.2% | -209.5% | +77.1% |
| 10Y | +531.9% | +1,284.4% | -752.5% | +450.3% |
| All | +80,393.2% | +508.6% | +79,884.6% | +78,293.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GFI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling