-58.4%
FICO vs GPN
+34.1%
-92.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -3.0% | -0.9% |
| 7D | +0.9% | +3.7% | -2.8% | -0.8% |
| 30D | +9.4% | +23.6% | -14.1% | -1.4% |
| 3M | -30.4% | +18.3% | -48.7% | -36.1% |
| 6M | -35.1% | +47.8% | -82.9% | -46.1% |
| YTD | -56.8% | +32.6% | -89.3% | -61.9% |
| 1Y | -58.4% | +36.0% | -94.4% | -63.8% |
| All | -58.4% | +34.1% | -92.5% | -63.8% |
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