+78,963.7%
FICO vs GPC
+2,100.6%
+76,863.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.6% |
| 7D | -0.3% | +1.7% | -1.9% | -1.1% |
| 30D | +1.7% | -2.3% | +4.0% | +2.7% |
| 3M | -35.2% | -4.5% | -30.7% | -33.9% |
| 6M | -33.7% | +21.6% | -55.2% | -39.8% |
| YTD | -58.2% | +4.0% | -62.2% | -59.8% |
| 1Y | -56.6% | +3.5% | -60.1% | -58.2% |
| 3Y | -24.0% | +2.1% | -26.1% | -29.4% |
| 5Y | +86.1% | +5.5% | +80.6% | +67.3% |
| 10Y | +522.8% | +90.7% | +432.1% | +296.1% |
| All | +78,963.7% | +2,100.6% | +76,863.1% | +26,671.0% |
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