+92.9%
FICO vs GAP
+5.8%
+87.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | 0.0% |
| 7D | +4.0% | -9.3% | +13.3% | +5.3% |
| 30D | -1.5% | -5.5% | +4.0% | -0.9% |
| 3M | -29.8% | +3.5% | -33.3% | -30.6% |
| 6M | -33.3% | +0.7% | -33.9% | -33.9% |
| YTD | -56.9% | -13.4% | -43.5% | -56.7% |
| 1Y | -59.5% | -7.7% | -51.8% | -59.7% |
| 3Y | -26.9% | +74.4% | -101.3% | -38.1% |
| 5Y | +92.9% | +5.3% | +87.6% | +55.2% |
| All | +92.9% | +5.8% | +87.1% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling