+127.7%
GLD vs FICO
+4.8%
+122.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -16.7% | +15.8% | -0.6% |
| 7D | -0.5% | -19.2% | +18.7% | -0.2% |
| 30D | +4.4% | -14.6% | +19.0% | +4.6% |
| 3M | -1.1% | -20.1% | +19.0% | -1.0% |
| 6M | -13.8% | -36.3% | +22.5% | -13.7% |
| YTD | +2.6% | -44.9% | +47.5% | +2.9% |
| 1Y | +24.5% | -38.6% | +63.1% | +24.5% |
| All | +127.7% | +4.8% | +122.9% | +116.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling