+72.6%
FICO vs GTLB
-49.0%
+121.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | 0.0% |
| 7D | -0.9% | -11.1% | +10.2% | +1.4% |
| 30D | +3.3% | -7.5% | +10.8% | +4.8% |
| 3M | -31.7% | +34.8% | -66.5% | -36.3% |
| 6M | -34.0% | +98.0% | -132.0% | -43.5% |
| YTD | -58.3% | +28.1% | -86.5% | -61.4% |
| 1Y | -57.9% | +5.6% | -63.5% | -59.6% |
| 3Y | -24.1% | +15.9% | -40.0% | -31.4% |
| 5Y | +85.3% | -61.1% | +146.4% | +70.8% |
| All | +72.6% | -49.0% | +121.6% | +54.9% |
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