+76.9%
FICO vs GPC
+3.6%
+73.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | -0.9% | +1.6% | -2.5% | -1.5% |
| 30D | +3.3% | -2.1% | +5.4% | +4.0% |
| 3M | -31.7% | -6.8% | -24.9% | -30.2% |
| 6M | -34.0% | +18.6% | -52.6% | -37.6% |
| YTD | -58.3% | +2.7% | -61.0% | -59.2% |
| 1Y | -57.9% | +1.8% | -59.7% | -58.6% |
| 3Y | -24.1% | +1.1% | -25.1% | -28.5% |
| All | +76.9% | +3.6% | +73.4% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling