-36.0%
GLW vs FICO
-33.1%
-2.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.9% | -13.8% | -12.6% |
| 7D | -19.7% | -0.3% | -19.5% | -19.8% |
| 30D | -38.8% | +1.7% | -40.5% | -37.6% |
| 3M | -33.9% | -35.2% | +1.3% | -44.7% |
| 6M | -36.0% | -33.7% | -2.3% | -42.2% |
| All | -36.0% | -33.1% | -2.8% | -42.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling