+79.3%
FICO vs GPN
-24.0%
+103.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.6% |
| 7D | -0.1% | -1.9% | +1.8% | +0.7% |
| 30D | +8.4% | +18.9% | -10.5% | +0.3% |
| 3M | -30.5% | +13.8% | -44.4% | -34.5% |
| 6M | -35.7% | +42.3% | -78.0% | -45.0% |
| YTD | -57.2% | +27.6% | -84.8% | -62.0% |
| 1Y | -58.4% | +30.3% | -88.7% | -63.4% |
| 3Y | -24.8% | -5.8% | -19.0% | -27.3% |
| 5Y | +79.3% | -22.6% | +101.9% | +85.3% |
| All | +79.3% | -24.0% | +103.3% | +85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling