-23.8%
FICO vs GGLL
+151.4%
-175.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +1.3% |
| 7D | -0.3% | -1.3% | +1.0% | -0.2% |
| 30D | +1.7% | -36.3% | +38.0% | +5.0% |
| 3M | -35.2% | -42.7% | +7.5% | -32.5% |
| 6M | -33.7% | -53.1% | +19.4% | -30.1% |
| YTD | -58.2% | -32.1% | -26.1% | -57.9% |
| 1Y | -56.6% | -20.1% | -36.5% | -57.2% |
| All | -23.8% | +151.4% | -175.2% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling