+3,800.0%
FIX vs CG
+320.1%
+3,479.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.6% | +2.8% | +6.3% |
| 7D | -7.2% | +3.0% | -10.3% | -8.7% |
| 30D | -35.1% | +10.1% | -45.2% | -38.4% |
| 3M | -34.3% | -10.8% | -23.4% | -31.4% |
| 6M | -42.9% | -15.2% | -27.7% | -39.2% |
| YTD | +19.5% | -26.9% | +46.4% | +35.0% |
| 1Y | +16.8% | -17.0% | +33.8% | +24.0% |
| 3Y | +506.7% | +54.6% | +452.1% | +375.3% |
| 5Y | +1,046.7% | -16.7% | +1,063.4% | +1,035.1% |
| 10Y | +3,800.0% | +320.1% | +3,479.8% | +2,025.8% |
| All | +3,800.0% | +320.1% | +3,479.8% | +2,025.8% |
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