+816.6%
GLD vs FICO
+2,879.1%
-2,062.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -16.7% | +15.8% | -0.6% |
| 7D | -0.5% | -19.2% | +18.7% | -0.3% |
| 30D | +4.4% | -14.6% | +19.0% | +4.6% |
| 3M | -1.1% | -20.1% | +19.0% | -0.9% |
| 6M | -13.8% | -36.3% | +22.5% | -13.4% |
| YTD | +2.6% | -44.9% | +47.5% | +3.2% |
| 1Y | +24.5% | -38.6% | +63.1% | +25.0% |
| 3Y | +125.8% | +4.0% | +121.9% | +124.5% |
| 5Y | +137.8% | +99.5% | +38.3% | +134.0% |
| 10Y | +221.4% | +604.7% | -383.3% | +215.8% |
| All | +816.6% | +2,879.1% | -2,062.5% | +828.1% |
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