-33.2%
GIS vs FICO
+88.0%
-121.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -4.6% | +4.0% | -8.5% | -4.8% |
| 30D | +6.6% | -1.5% | +8.1% | +6.7% |
| 3M | -8.1% | -29.8% | +21.7% | -6.8% |
| 6M | +4.9% | -33.3% | +38.2% | +6.8% |
| YTD | -21.4% | -56.9% | +35.5% | -19.3% |
| 1Y | -21.6% | -59.5% | +37.8% | -19.4% |
| 3Y | -39.3% | -26.9% | -12.4% | -38.2% |
| 5Y | -33.2% | +92.9% | -126.1% | -35.7% |
| All | -33.2% | +88.0% | -121.1% | -35.7% |
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