-21.2%
GIS vs FICO
+605.7%
-626.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -16.7% | +14.2% | -1.1% |
| 7D | -7.8% | -19.2% | +11.3% | -6.3% |
| 30D | +6.6% | -14.6% | +21.2% | +7.8% |
| 3M | +21.0% | -20.1% | +41.1% | +22.9% |
| 6M | -9.1% | -36.3% | +27.3% | -6.4% |
| YTD | -13.6% | -44.9% | +31.2% | -10.2% |
| 1Y | -18.0% | -38.6% | +20.6% | -15.6% |
| 3Y | -33.7% | +4.0% | -37.7% | -35.7% |
| 5Y | -19.4% | +99.5% | -119.0% | -28.1% |
| All | -21.2% | +605.7% | -626.9% | -47.9% |
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