+218.5%
FICO vs GH
+443.7%
-225.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | -0.9% | -15.6% | +14.7% | +2.1% |
| 30D | +3.3% | -10.4% | +13.7% | +5.1% |
| 3M | -31.7% | -4.3% | -27.5% | -31.8% |
| 6M | -34.0% | +63.5% | -97.5% | -41.4% |
| YTD | -58.3% | +47.7% | -106.0% | -62.4% |
| 1Y | -57.9% | +56.7% | -114.7% | -62.6% |
| 3Y | -24.1% | +443.9% | -467.9% | -51.8% |
| 5Y | +85.3% | +36.9% | +48.4% | +45.3% |
| All | +218.5% | +443.7% | -225.2% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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