+541.4%
FICO vs GPN
+39.9%
+501.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.8% | -1.8% |
| 7D | +2.2% | -5.6% | +7.9% | +4.8% |
| 30D | +0.1% | +13.6% | -13.5% | -7.7% |
| 3M | -35.2% | -2.8% | -32.3% | -35.0% |
| 6M | -32.4% | +38.1% | -70.4% | -44.2% |
| YTD | -57.4% | +19.9% | -77.3% | -62.6% |
| 1Y | -58.5% | +23.4% | -82.0% | -64.2% |
| 3Y | -28.9% | -12.6% | -16.2% | -29.9% |
| 5Y | +91.7% | -26.6% | +118.3% | +98.3% |
| All | +541.4% | +39.9% | +501.5% | +413.6% |
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