-27.8%
FICO vs GGLL
+152.2%
-180.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.5% | +1.0% |
| 7D | +0.9% | +5.1% | -4.2% | +0.4% |
| 30D | +9.4% | -35.5% | +44.9% | +12.9% |
| 3M | -30.4% | -39.2% | +8.8% | -27.9% |
| 6M | -35.1% | -54.4% | +19.3% | -31.4% |
| YTD | -56.8% | -29.8% | -26.9% | -56.6% |
| 1Y | -58.4% | -20.4% | -38.0% | -58.9% |
| All | -27.8% | +152.2% | -180.0% | -37.8% |
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