-24.1%
FICO vs GFS
-27.1%
+3.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -0.8% |
| 7D | -0.9% | -7.8% | +6.9% | -0.5% |
| 30D | +3.3% | -19.7% | +23.0% | +4.5% |
| 3M | -31.7% | -23.1% | -8.6% | -30.9% |
| 6M | -34.0% | -46.4% | +12.4% | -31.8% |
| YTD | -58.3% | +11.0% | -69.4% | -62.6% |
| 1Y | -57.9% | +12.6% | -70.6% | -62.4% |
| 3Y | -24.1% | -24.9% | +0.9% | -28.2% |
| All | -24.1% | -27.1% | +3.1% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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