+219.8%
FICO vs GH
+452.9%
-233.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.0% | +9.9% | +2.6% |
| 7D | -0.3% | -17.2% | +17.0% | +3.2% |
| 30D | +1.7% | -10.1% | +11.8% | +3.4% |
| 3M | -35.2% | -6.0% | -29.2% | -35.0% |
| 6M | -33.7% | +71.4% | -105.0% | -41.6% |
| YTD | -58.2% | +50.2% | -108.4% | -62.4% |
| 1Y | -56.6% | +61.4% | -118.0% | -61.6% |
| 3Y | -24.0% | +435.2% | -459.1% | -51.5% |
| 5Y | +86.1% | +39.2% | +46.8% | +45.4% |
| All | +219.8% | +452.9% | -233.1% | +96.8% |
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