+96.7%
GD vs FICO
+84.1%
+12.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.4% |
| 7D | -3.9% | -0.3% | -3.7% | -3.9% |
| 30D | +8.1% | +1.7% | +6.4% | +7.6% |
| 3M | -6.8% | -35.2% | +28.4% | -3.5% |
| 6M | +3.0% | -33.7% | +36.7% | +5.6% |
| YTD | +7.8% | -58.2% | +65.9% | +15.7% |
| 1Y | +5.8% | -56.6% | +62.4% | +13.1% |
| 3Y | +55.3% | -24.0% | +79.3% | +51.3% |
| 5Y | +96.7% | +86.1% | +10.6% | +60.8% |
| All | +96.7% | +84.1% | +12.6% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling