-59.7%
FICO vs GH
+57.4%
-117.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.6% | -1.6% |
| 7D | +1.4% | +0.9% | +0.5% | +1.3% |
| 30D | -0.8% | -4.5% | +3.7% | -0.6% |
| 3M | -31.3% | -6.2% | -25.1% | -31.4% |
| 6M | -33.9% | +55.0% | -88.9% | -43.2% |
| YTD | -57.6% | +51.6% | -109.2% | -64.8% |
| 1Y | -59.7% | +58.3% | -117.9% | -66.5% |
| All | -59.7% | +57.4% | -117.1% | -66.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling