+84.4%
FICO vs GH
+45.9%
+38.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.7% |
| 7D | +2.2% | +0.6% | +1.7% | +2.1% |
| 30D | +0.1% | -6.9% | +7.0% | +0.9% |
| 3M | -35.2% | -4.9% | -30.2% | -35.1% |
| 6M | -32.4% | +54.1% | -86.4% | -38.5% |
| YTD | -57.4% | +48.5% | -105.9% | -61.2% |
| 1Y | -58.5% | +61.2% | -119.7% | -62.8% |
| 3Y | -28.9% | +570.3% | -599.2% | -54.2% |
| All | +84.4% | +45.9% | +38.4% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling