+78.2%
FICO vs GFS
-17.5%
+95.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.1% |
| 3M | -31.7% | -23.1% | -8.6% | -29.7% |
| 6M | -34.0% | -46.4% | +12.4% | -29.5% |
| YTD | -58.3% | +11.0% | -69.4% | -62.5% |
| 1Y | -57.9% | +12.6% | -70.6% | -62.4% |
| 3Y | -24.1% | -24.9% | +0.9% | -28.4% |
| 5Y | +85.3% | -39.1% | +124.4% | +66.7% |
| All | +78.2% | -17.5% | +95.7% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling