+77.3%
FICO vs GTLB
-50.0%
+127.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +3.1% |
| 7D | -0.1% | -9.6% | +9.5% | +2.0% |
| 30D | +8.4% | -14.5% | +22.9% | +11.7% |
| 3M | -30.5% | +20.9% | -51.4% | -33.6% |
| 6M | -35.7% | +81.4% | -117.1% | -44.0% |
| YTD | -57.2% | +25.6% | -82.7% | -60.1% |
| 1Y | -58.4% | +3.4% | -61.9% | -59.9% |
| 3Y | -24.8% | +8.9% | -33.7% | -31.2% |
| 5Y | +79.3% | -64.0% | +143.2% | +67.2% |
| All | +77.3% | -50.0% | +127.3% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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