+42.5%
GM vs FICO
+91.4%
-48.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -0.2% | +2.2% | -2.4% | -0.5% |
| 30D | +3.6% | +0.1% | +3.5% | +3.2% |
| 3M | -0.2% | -35.2% | +34.9% | +5.5% |
| 6M | +13.9% | -32.4% | +46.3% | +18.4% |
| YTD | +6.5% | -57.4% | +63.9% | +20.5% |
| 1Y | +20.7% | -58.5% | +79.2% | +37.3% |
| 3Y | +229.5% | -28.9% | +258.3% | +204.3% |
| All | +42.5% | +91.4% | -48.9% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling