-58.8%
FICO vs GAP
-4.6%
-54.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.8% | +2.5% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +8.4% | -4.3% | +12.7% | +8.6% |
| 3M | -30.5% | +9.4% | -39.9% | -31.4% |
| 6M | -35.7% | -3.3% | -32.4% | -36.0% |
| YTD | -57.2% | -10.5% | -46.7% | -57.0% |
| All | -58.8% | -4.6% | -54.2% | -59.6% |
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