-56.4%
FICO vs GPN
+20.6%
-77.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.3% |
| 7D | +0.4% | +15.0% | -14.6% | -6.3% |
| 30D | +1.7% | +16.9% | -15.3% | -5.8% |
| 3M | -33.0% | +9.2% | -42.2% | -36.1% |
| 6M | -33.9% | +34.7% | -68.6% | -42.4% |
| YTD | -58.5% | +25.4% | -83.9% | -62.6% |
| 1Y | -56.4% | +21.7% | -78.1% | -60.2% |
| All | -56.4% | +20.6% | -77.0% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 1y: compounded portfolio wealth divided by compounded GPN 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…
1y analysis · Full analysis span regression · 6 months rolling