+1,441.4%
GIS vs FICO
+78,963.7%
-77,522.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.6% |
| 7D | +9.4% | -0.3% | +9.7% | +9.4% |
| 30D | +15.5% | +1.7% | +13.7% | +15.3% |
| 3M | +3.4% | -35.2% | +38.6% | +5.6% |
| 6M | +9.4% | -33.7% | +43.1% | +11.4% |
| YTD | -16.2% | -58.2% | +42.0% | -12.6% |
| 1Y | -16.0% | -56.6% | +40.6% | -12.7% |
| 3Y | -35.8% | -24.0% | -11.8% | -36.0% |
| 5Y | -28.5% | +86.1% | -114.6% | -33.2% |
| 10Y | -11.3% | +522.8% | -534.1% | -23.7% |
| All | +1,441.4% | +78,963.7% | -77,522.3% | +1,036.2% |
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