+3,653.2%
FIX vs CG
+290.3%
+3,362.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.1% | +5.8% |
| 7D | -17.5% | -1.2% | -16.3% | -17.2% |
| 30D | -41.6% | +5.0% | -46.6% | -43.3% |
| 3M | -40.6% | -18.2% | -22.4% | -35.4% |
| 6M | -49.4% | -20.7% | -28.7% | -44.4% |
| YTD | +9.2% | -31.4% | +40.6% | +27.1% |
| 1Y | +6.5% | -22.3% | +28.7% | +16.5% |
| 3Y | +448.7% | +50.2% | +398.6% | +336.0% |
| 5Y | +948.7% | -22.1% | +970.8% | +969.7% |
| All | +3,653.2% | +290.3% | +3,362.9% | +2,088.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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