+84.4%
FICO vs GFS
-25.2%
+109.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.8% |
| 7D | +2.2% | +7.4% | -5.2% | +1.2% |
| 30D | +0.1% | -15.3% | +15.3% | +2.1% |
| 3M | -35.2% | -21.1% | -14.1% | -33.4% |
| 6M | -32.4% | -44.5% | +12.1% | -27.8% |
| YTD | -57.4% | +19.2% | -76.6% | -62.2% |
| 1Y | -58.5% | +27.2% | -85.8% | -63.9% |
| 3Y | -28.9% | -20.1% | -8.7% | -33.6% |
| All | +84.4% | -25.2% | +109.6% | +65.6% |
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