+101.5%
FICO vs GPN
-39.4%
+140.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.8% | -17.5% | -17.0% |
| 7D | -19.2% | +0.8% | -20.0% | -19.5% |
| 30D | -14.6% | +5.8% | -20.4% | -16.6% |
| 3M | -20.1% | +37.0% | -57.1% | -30.3% |
| 6M | -36.3% | +20.1% | -56.5% | -41.4% |
| YTD | -44.9% | +20.4% | -65.3% | -49.6% |
| 1Y | -38.6% | +7.4% | -46.0% | -41.3% |
| 3Y | +4.0% | -26.1% | +30.1% | +12.7% |
| All | +101.5% | -39.4% | +140.9% | +132.1% |
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