+4.4%
FICO vs GAP
+114.4%
-110.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.5% | -17.2% | -16.7% |
| 7D | -19.2% | -4.5% | -14.7% | -18.9% |
| 30D | -14.6% | +9.0% | -23.6% | -15.3% |
| 3M | -20.1% | +5.0% | -25.1% | -20.6% |
| 6M | -36.3% | -17.8% | -18.5% | -35.6% |
| YTD | -44.9% | -10.4% | -34.5% | -44.7% |
| 1Y | -38.6% | -3.4% | -35.2% | -38.9% |
| All | +4.4% | +114.4% | -110.0% | +3.7% |
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