-56.4%
FICO vs GGLL
-11.6%
-44.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.5% | -9.7% | -3.4% |
| 7D | +0.4% | -23.1% | +23.5% | +1.3% |
| 30D | +1.7% | -32.9% | +34.5% | +3.2% |
| 3M | -33.0% | -44.9% | +11.8% | -31.5% |
| 6M | -33.9% | -49.5% | +15.7% | -32.0% |
| YTD | -58.5% | -28.9% | -29.6% | -59.2% |
| 1Y | -56.4% | -12.2% | -44.2% | -57.9% |
| All | -56.4% | -11.6% | -44.7% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling