+5,138.5%
FICO vs GPN
+2,845.2%
+2,293.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.3% |
| 7D | +4.0% | +4.3% | -0.3% | +2.0% |
| 30D | -1.5% | +22.1% | -23.6% | -10.0% |
| 3M | -29.8% | +17.1% | -46.9% | -34.7% |
| 6M | -33.3% | +46.7% | -80.0% | -43.8% |
| YTD | -56.9% | +30.8% | -87.7% | -62.2% |
| 1Y | -59.5% | +31.5% | -90.9% | -64.6% |
| 3Y | -26.9% | -5.1% | -21.7% | -29.4% |
| 5Y | +92.9% | -18.1% | +111.0% | +92.5% |
| 10Y | +539.5% | +53.1% | +486.4% | +415.5% |
| All | +5,138.5% | +2,845.2% | +2,293.3% | +2,409.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling