+141.0%
GS vs FICO
+84.1%
+56.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.5% |
| 7D | -6.3% | -0.3% | -6.1% | -6.3% |
| 30D | -3.1% | +1.7% | -4.9% | -3.9% |
| 3M | -17.7% | -35.2% | +17.5% | -13.4% |
| 6M | -4.6% | -33.7% | +29.1% | -2.0% |
| YTD | +0.3% | -58.2% | +58.5% | +12.9% |
| 1Y | +11.7% | -56.6% | +68.3% | +24.4% |
| 3Y | +183.6% | -24.0% | +207.5% | +170.0% |
| 5Y | +141.0% | +86.1% | +54.9% | +81.1% |
| All | +141.0% | +84.1% | +56.9% | +81.1% |
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 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