+206.3%
GS vs FICO
-24.7%
+231.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.2% | +6.8% | +3.8% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | +3.9% | +1.7% | +2.2% | +3.3% |
| 3M | -11.4% | -33.0% | +21.6% | -8.6% |
| 6M | +3.7% | -33.9% | +37.6% | +5.0% |
| YTD | +7.1% | -58.5% | +65.7% | +18.5% |
| 1Y | +19.7% | -56.4% | +76.0% | +30.5% |
| All | +206.3% | -24.7% | +231.0% | +206.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling