+205.0%
GLD vs FICO
+512.2%
-307.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +4.7% | -0.9% | +5.6% | +4.7% |
| 30D | -0.9% | +3.3% | -4.2% | -1.0% |
| 3M | -4.4% | -31.7% | +27.3% | -3.7% |
| 6M | -13.6% | -34.0% | +20.4% | -13.0% |
| YTD | -6.0% | -58.3% | +52.3% | -4.4% |
| 1Y | +1.8% | -57.9% | +59.7% | +3.5% |
| 3Y | +103.2% | -24.1% | +127.2% | +100.8% |
| 5Y | +119.3% | +85.3% | +34.0% | +109.3% |
| All | +205.0% | +512.2% | -307.2% | +195.0% |
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