+39.4%
GM vs FICO
-57.1%
+96.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.2% | +7.9% | +4.8% |
| 7D | +12.1% | +0.4% | +11.7% | +12.0% |
| 30D | +15.2% | +1.7% | +13.6% | +14.7% |
| 3M | +4.9% | -33.0% | +37.9% | +6.6% |
| 6M | +22.6% | -33.9% | +56.5% | +25.0% |
| YTD | +14.4% | -58.5% | +72.9% | +26.5% |
| 1Y | +39.4% | -56.4% | +95.8% | +50.7% |
| All | +39.4% | -57.1% | +96.6% | +50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling