+91.0%
FICO vs GTLB
-61.5%
+152.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +1.4% | -3.5% | +4.9% | +2.1% |
| 30D | -0.8% | -9.0% | +8.2% | +1.0% |
| 3M | -31.3% | +15.9% | -47.2% | -33.8% |
| 6M | -33.9% | +104.9% | -138.8% | -43.9% |
| YTD | -57.6% | +26.0% | -83.5% | -60.6% |
| 1Y | -59.7% | +1.8% | -61.4% | -61.0% |
| 3Y | -28.0% | +6.0% | -34.0% | -33.9% |
| 5Y | +91.0% | -62.2% | +153.1% | +78.4% |
| All | +91.0% | -61.5% | +152.5% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling