-59.5%
FICO vs GAP
-7.7%
-51.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | +4.0% | -9.3% | +13.3% | +4.5% |
| 30D | -1.5% | -5.5% | +4.0% | -1.3% |
| 3M | -29.8% | +3.5% | -33.3% | -30.4% |
| 6M | -33.3% | +0.7% | -33.9% | -33.7% |
| YTD | -56.9% | -13.4% | -43.5% | -56.6% |
| 1Y | -59.5% | -7.7% | -51.8% | -60.3% |
| All | -59.5% | -7.7% | -51.8% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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