FactorGauge

FactorGauge is a web app (with a lightweight mobile companion) that calculates risk-adjusted performance the way professionals actually discuss it: by decomposing returns into factor exposures and showing what you were paid for. Users connect a brokerage via read-only aggregation or upload CSVs. The app computes time-weighted returns, volatility, downside deviation, max drawdown, and multiple risk-adjusted metrics (Sharpe, Sortino, Calmar), then runs a simple factor regression (e.g., market, size, value, momentum) to estimate alpha and factor-driven return. It highlights when “good performance” is just hidden leverage or concentrated factor bets. An AI layer generates plain-English briefs: what changed, what drove risk, and what to watch next—without pretending to predict markets. This is not a trading app; it’s a portfolio truth-teller for investors who want to stop fooling themselves.