+545.7%
FICO vs GPN
+47.3%
+498.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -3.0% | -1.1% |
| 7D | +0.9% | +3.7% | -2.8% | -1.1% |
| 30D | +9.4% | +23.6% | -14.1% | -2.9% |
| 3M | -30.4% | +18.3% | -48.7% | -36.8% |
| 6M | -35.1% | +47.8% | -82.9% | -48.1% |
| YTD | -56.8% | +32.6% | -89.3% | -63.8% |
| 1Y | -58.4% | +36.0% | -94.4% | -65.6% |
| 3Y | -26.7% | -3.9% | -22.8% | -30.9% |
| 5Y | +88.0% | -19.4% | +107.4% | +86.3% |
| 10Y | +545.7% | +52.1% | +493.7% | +407.2% |
| All | +545.7% | +47.3% | +498.4% | +407.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling