+86.1%
FICO vs GPC
+6.4%
+79.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.4% |
| 7D | -0.3% | +1.7% | -1.9% | -0.9% |
| 30D | +1.7% | -2.3% | +4.0% | +2.4% |
| 3M | -35.2% | -4.5% | -30.7% | -34.3% |
| 6M | -33.7% | +21.6% | -55.2% | -37.7% |
| YTD | -58.2% | +4.0% | -62.2% | -59.2% |
| 1Y | -56.6% | +3.5% | -60.1% | -57.5% |
| 3Y | -24.0% | +2.1% | -26.1% | -28.6% |
| 5Y | +86.1% | +5.5% | +80.6% | +62.8% |
| All | +86.1% | +6.4% | +79.6% | +62.8% |
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