+128.4%
FICO vs GTLB
-47.1%
+175.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.1% | -17.7% | -16.9% |
| 7D | -19.2% | +11.1% | -30.2% | -21.1% |
| 30D | -14.6% | +37.8% | -52.4% | -20.4% |
| 3M | -20.1% | +61.6% | -81.7% | -28.1% |
| 6M | -36.3% | +98.9% | -135.2% | -45.5% |
| YTD | -44.9% | +32.8% | -77.6% | -49.1% |
| 1Y | -38.6% | +14.7% | -53.3% | -42.1% |
| 3Y | +4.0% | +1.3% | +2.6% | -3.7% |
| All | +128.4% | -47.1% | +175.5% | +104.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling