+739.3%
GLD vs FICO
+2,140.2%
-1,400.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.2% | +6.9% | +3.7% |
| 7D | -0.3% | +0.4% | -0.7% | -0.3% |
| 30D | -1.9% | +1.7% | -3.5% | -1.9% |
| 3M | -0.4% | -33.0% | +32.6% | 0.0% |
| 6M | -10.2% | -33.9% | +23.7% | -9.9% |
| YTD | -6.0% | -58.5% | +52.5% | -5.2% |
| 1Y | +2.8% | -56.4% | +59.2% | +3.6% |
| 3Y | +101.6% | -24.7% | +126.2% | +101.0% |
| 5Y | +122.2% | +83.1% | +39.1% | +118.8% |
| 10Y | +199.5% | +517.2% | -317.7% | +195.0% |
| All | +739.3% | +2,140.2% | -1,400.8% | +752.1% |
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