-58.5%
FICO vs GAP
-12.4%
-46.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.4% |
| 7D | +2.2% | -1.9% | +4.1% | +2.3% |
| 30D | +0.1% | -7.1% | +7.1% | +0.4% |
| 3M | -35.2% | +4.1% | -39.3% | -35.9% |
| 6M | -32.4% | +1.9% | -34.3% | -32.9% |
| YTD | -57.4% | -15.2% | -42.2% | -57.1% |
| 1Y | -58.5% | -10.6% | -47.9% | -59.1% |
| All | -58.5% | -12.4% | -46.2% | -59.1% |
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