+61.0%
FICO vs GGLL
+195.8%
-134.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +2.4% |
| 7D | -0.1% | +6.3% | -6.4% | -0.9% |
| 30D | +8.4% | -35.1% | +43.5% | +13.9% |
| 3M | -30.5% | -37.7% | +7.2% | -26.7% |
| 6M | -35.7% | -54.1% | +18.4% | -29.8% |
| YTD | -57.2% | -29.4% | -27.8% | -56.8% |
| 1Y | -58.4% | -13.4% | -45.0% | -59.6% |
| 3Y | -24.8% | +158.3% | -183.1% | -45.9% |
| All | +61.0% | +195.8% | -134.8% | -2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling