+19,851.2%
GD vs FICO
+104,095.6%
-84,244.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -16.7% | +14.9% | +0.3% |
| 7D | -5.3% | -19.2% | +13.9% | -2.9% |
| 30D | -6.4% | -14.6% | +8.2% | -4.9% |
| 3M | +5.7% | -20.1% | +25.8% | +7.8% |
| 6M | -0.9% | -36.3% | +35.4% | +3.3% |
| YTD | +8.2% | -44.9% | +53.0% | +14.6% |
| 1Y | +13.4% | -38.6% | +52.0% | +18.0% |
| 3Y | +68.5% | +4.0% | +64.5% | +61.7% |
| 5Y | +97.2% | +99.5% | -2.4% | +71.5% |
| 10Y | +190.2% | +604.7% | -414.5% | +115.8% |
| All | +19,851.2% | +104,095.6% | -84,244.3% | +11,198.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling