+104.3%
GD vs FICO
+81.8%
+22.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.0% |
| 3M | -5.0% | -33.0% | +28.1% | -2.0% |
| 6M | +5.5% | -33.9% | +39.4% | +8.2% |
| YTD | +10.3% | -58.5% | +68.9% | +18.6% |
| 1Y | +8.2% | -56.4% | +64.5% | +15.5% |
| 3Y | +59.0% | -24.7% | +83.7% | +55.1% |
| 5Y | +104.3% | +83.1% | +21.2% | +67.8% |
| All | +104.3% | +81.8% | +22.5% | +67.8% |
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