+654.3%
GS vs FICO
+605.7%
+48.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -16.7% | +16.7% | +4.6% |
| 7D | +0.9% | -19.2% | +20.1% | +6.5% |
| 30D | -1.6% | -14.6% | +13.0% | +2.0% |
| 3M | -4.5% | -20.1% | +15.6% | -1.2% |
| 6M | +20.9% | -36.3% | +57.2% | +32.0% |
| YTD | +19.9% | -44.9% | +64.7% | +36.5% |
| 1Y | +41.4% | -38.6% | +80.0% | +53.0% |
| 3Y | +239.2% | +4.0% | +235.2% | +191.3% |
| 5Y | +185.0% | +99.5% | +85.5% | +82.2% |
| All | +654.3% | +605.7% | +48.5% | +163.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling