-24.1%
FICO vs GAP
+67.6%
-91.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | -0.1% |
| 7D | -0.9% | -3.8% | +2.8% | -0.7% |
| 30D | +3.3% | -9.0% | +12.4% | +4.0% |
| 3M | -31.7% | +5.5% | -37.2% | -32.3% |
| 6M | -34.0% | -11.1% | -22.9% | -33.7% |
| YTD | -58.3% | -13.6% | -44.8% | -58.2% |
| 1Y | -57.9% | -2.9% | -55.1% | -58.2% |
| 3Y | -24.1% | +69.6% | -93.7% | -25.4% |
| All | -24.1% | +67.6% | -91.6% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling