+35.4%
GLW vs FICO
-60.3%
+95.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -1.3% |
| 7D | +15.5% | +1.4% | +14.1% | +16.0% |
| 30D | -19.6% | -0.8% | -18.8% | -19.4% |
| 3M | -28.5% | -31.3% | +2.8% | -35.3% |
| 6M | -39.5% | -33.9% | -5.6% | -45.9% |
| YTD | +37.2% | -57.6% | +94.8% | +18.8% |
| 1Y | +35.4% | -59.7% | +95.1% | +18.5% |
| All | +35.4% | -60.3% | +95.7% | +18.5% |
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