+58.6%
GD vs FICO
-24.7%
+83.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.7% | -2.3% |
| 7D | +3.0% | +0.4% | +2.6% | +2.9% |
| 30D | +10.5% | +1.7% | +8.9% | +10.1% |
| 3M | -5.0% | -33.0% | +28.1% | -2.5% |
| 6M | +5.5% | -33.9% | +39.4% | +7.7% |
| YTD | +10.3% | -58.5% | +68.9% | +17.1% |
| 1Y | +8.2% | -56.4% | +64.5% | +14.1% |
| All | +58.6% | -24.7% | +83.2% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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