+79.0%
FICO vs GTLB
-50.5%
+129.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.2% |
| 7D | +0.9% | -10.9% | +11.8% | +3.2% |
| 30D | +9.4% | -15.3% | +24.8% | +13.0% |
| 3M | -30.4% | +14.6% | -45.0% | -32.8% |
| 6M | -35.1% | +79.6% | -114.7% | -43.3% |
| YTD | -56.8% | +24.3% | -81.1% | -59.7% |
| 1Y | -58.4% | +1.0% | -59.4% | -59.7% |
| 3Y | -26.7% | +4.6% | -31.3% | -32.4% |
| 5Y | +88.0% | -63.7% | +151.8% | +75.3% |
| All | +79.0% | -50.5% | +129.5% | +61.6% |
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