-17.3%
GIS vs FICO
+527.0%
-544.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.4% |
| 7D | -3.4% | +2.2% | -5.6% | -3.5% |
| 30D | +6.9% | +0.1% | +6.8% | +6.8% |
| 3M | -10.1% | -35.2% | +25.0% | -7.6% |
| 6M | +5.9% | -32.4% | +38.2% | +8.4% |
| YTD | -21.1% | -57.4% | +36.3% | -16.8% |
| 1Y | -22.5% | -58.5% | +36.1% | -18.2% |
| 3Y | -39.0% | -28.9% | -10.1% | -39.2% |
| 5Y | -33.3% | +91.7% | -125.0% | -41.0% |
| All | -17.3% | +527.0% | -544.3% | -48.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling