+205.7%
GLW vs FICO
+84.1%
+121.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.9% | -13.8% | -12.9% |
| 7D | -19.7% | -0.3% | -19.5% | -19.7% |
| 30D | -38.8% | +1.7% | -40.5% | -38.8% |
| 3M | -33.9% | -35.2% | +1.3% | -33.6% |
| 6M | -36.0% | -33.7% | -2.3% | -37.0% |
| YTD | +18.7% | -58.2% | +76.9% | +24.1% |
| 1Y | +19.8% | -56.6% | +76.4% | +24.2% |
| 3Y | +294.3% | -24.0% | +318.3% | +244.9% |
| 5Y | +205.7% | +86.1% | +119.7% | +110.9% |
| All | +205.7% | +84.1% | +121.7% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling