-28.0%
FICO vs GTLB
+4.2%
-32.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -0.6% |
| 7D | +4.0% | -9.6% | +13.6% | +6.5% |
| 30D | -1.5% | -15.5% | +14.0% | +2.3% |
| 3M | -29.8% | +12.4% | -42.2% | -32.4% |
| 6M | -33.3% | +84.6% | -117.8% | -43.8% |
| YTD | -56.9% | +26.1% | -83.0% | -60.7% |
| 1Y | -59.5% | +1.7% | -61.2% | -61.4% |
| All | -28.0% | +4.2% | -32.2% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling