+410.2%
GLW vs FICO
+4.8%
+405.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -16.7% | +22.4% | +4.0% |
| 7D | +3.8% | -19.2% | +23.0% | +1.8% |
| 30D | -1.3% | -14.6% | +13.2% | -2.5% |
| 3M | -21.8% | -20.1% | -1.7% | -23.4% |
| 6M | +6.9% | -36.3% | +43.2% | +6.1% |
| YTD | +77.2% | -44.9% | +122.0% | +78.6% |
| 1Y | +123.2% | -38.6% | +161.9% | +120.4% |
| All | +410.2% | +4.8% | +405.4% | +377.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling