+76.9%
FICO vs GFS
-38.3%
+115.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -1.3% |
| 7D | -0.9% | -7.8% | +6.9% | +0.1% |
| 30D | +3.3% | -19.7% | +23.0% | +6.3% |
| 3M | -31.7% | -23.1% | -8.6% | -29.6% |
| 6M | -34.0% | -46.4% | +12.4% | -29.3% |
| YTD | -58.3% | +11.0% | -69.4% | -62.7% |
| 1Y | -57.9% | +12.6% | -70.6% | -62.6% |
| 3Y | -24.1% | -24.9% | +0.9% | -28.6% |
| All | +76.9% | -38.3% | +115.2% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling