+62.1%
FICO vs GGLL
+206.6%
-144.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -0.8% |
| 7D | +4.0% | +2.9% | +1.1% | +3.6% |
| 30D | -1.5% | -33.1% | +31.6% | +3.1% |
| 3M | -29.8% | -31.2% | +1.4% | -26.9% |
| 6M | -33.3% | -49.4% | +16.1% | -28.2% |
| YTD | -56.9% | -26.8% | -30.0% | -56.7% |
| 1Y | -59.5% | -17.7% | -41.7% | -60.3% |
| 3Y | -26.9% | +160.4% | -187.3% | -47.2% |
| All | +62.1% | +206.6% | -144.5% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling