+41.4%
GS vs FICO
-39.1%
+80.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -16.7% | +16.7% | -0.2% |
| 7D | +0.9% | -19.2% | +20.1% | +0.6% |
| 30D | -1.6% | -14.6% | +13.0% | -1.8% |
| 3M | -4.5% | -20.1% | +15.6% | -5.6% |
| 6M | +20.9% | -36.3% | +57.2% | +21.9% |
| YTD | +19.9% | -44.9% | +64.7% | +21.5% |
| 1Y | +41.4% | -38.6% | +80.0% | +44.5% |
| All | +41.4% | -39.1% | +80.5% | +44.5% |
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