+307.7%
GLW vs FICO
-24.3%
+331.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.6% |
| 7D | -13.9% | -0.9% | -13.0% | -14.0% |
| 30D | -35.0% | +3.3% | -38.3% | -34.5% |
| 3M | -32.4% | -31.7% | -0.6% | -34.4% |
| 6M | -41.3% | -34.0% | -7.4% | -44.0% |
| YTD | +21.8% | -58.3% | +80.2% | +19.9% |
| 1Y | +21.8% | -57.9% | +79.8% | +19.7% |
| 3Y | +307.7% | -24.1% | +331.7% | +278.6% |
| All | +307.7% | -24.3% | +331.9% | +278.6% |
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