+104,095.6%
FICO vs GPC
+2,341.8%
+101,753.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.1% | -17.8% | -17.2% |
| 7D | -19.2% | +1.2% | -20.4% | -19.7% |
| 30D | -14.6% | +6.0% | -20.6% | -17.0% |
| 3M | -20.1% | +42.6% | -62.7% | -32.6% |
| 6M | -36.3% | +22.8% | -59.1% | -42.6% |
| YTD | -44.9% | +15.5% | -60.3% | -49.5% |
| 1Y | -38.6% | +2.0% | -40.7% | -40.4% |
| 3Y | +4.0% | -1.4% | +5.4% | -2.0% |
| 5Y | +99.5% | +30.6% | +68.9% | +61.7% |
| 10Y | +604.7% | +80.6% | +524.1% | +360.4% |
| All | +104,095.6% | +2,341.8% | +101,753.8% | +33,529.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling