+321.4%
FICO vs GH
+481.7%
-160.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.2% | -16.9% | -16.7% |
| 7D | -19.2% | -0.1% | -19.1% | -19.2% |
| 30D | -14.6% | -1.1% | -13.5% | -14.6% |
| 3M | -20.1% | +21.3% | -41.4% | -23.9% |
| 6M | -36.3% | +73.5% | -109.8% | -43.7% |
| YTD | -44.9% | +58.0% | -102.9% | -50.6% |
| 1Y | -38.6% | +163.1% | -201.7% | -50.9% |
| 3Y | +4.0% | +361.0% | -357.1% | -31.1% |
| 5Y | +99.5% | +22.5% | +77.0% | +61.3% |
| All | +321.4% | +481.7% | -160.2% | +158.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling