+40.6%
GLW vs FICO
-57.1%
+97.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.2% | -2.6% | -6.8% |
| 7D | -9.5% | +0.4% | -9.9% | -9.4% |
| 30D | -25.5% | +1.7% | -27.1% | -24.4% |
| 3M | -25.6% | -33.0% | +7.5% | -33.1% |
| 6M | -25.5% | -33.9% | +8.4% | -33.4% |
| YTD | +36.4% | -58.5% | +94.9% | +16.4% |
| 1Y | +40.6% | -56.4% | +97.0% | +17.2% |
| All | +40.6% | -57.1% | +97.8% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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