+541.4%
FICO vs GPC
+74.9%
+466.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +2.2% | +0.4% | +1.8% | +2.0% |
| 30D | +0.1% | -6.3% | +6.4% | +2.8% |
| 3M | -35.2% | -8.2% | -27.0% | -32.8% |
| 6M | -32.4% | +27.1% | -59.4% | -39.5% |
| YTD | -57.4% | +3.1% | -60.5% | -58.8% |
| 1Y | -58.5% | +0.1% | -58.6% | -59.3% |
| 3Y | -28.9% | +0.2% | -29.1% | -33.4% |
| 5Y | +91.7% | +4.9% | +86.8% | +71.4% |
| All | +541.4% | +74.9% | +466.5% | +294.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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