-57.9%
FICO vs GTLB
+4.0%
-62.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | -0.9% | -11.1% | +10.2% | +2.2% |
| 30D | +3.3% | -7.5% | +10.8% | +5.1% |
| 3M | -31.7% | +34.8% | -66.5% | -38.3% |
| 6M | -34.0% | +98.0% | -132.0% | -47.4% |
| YTD | -58.3% | +28.1% | -86.5% | -64.3% |
| 1Y | -57.9% | +5.6% | -63.5% | -63.6% |
| All | -57.9% | +4.0% | -62.0% | -63.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling