+3,553.2%
FIX vs CG
+278.5%
+3,274.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.9% |
| 7D | +9.4% | +0.2% | +9.3% | +9.4% |
| 30D | -27.8% | +11.2% | -39.0% | -31.8% |
| 3M | -35.6% | -22.1% | -13.5% | -28.1% |
| 6M | -45.2% | -17.9% | -27.3% | -40.7% |
| YTD | +19.5% | -31.3% | +50.8% | +39.0% |
| 1Y | +24.2% | -24.0% | +48.2% | +37.5% |
| 3Y | +494.2% | +45.0% | +449.2% | +380.0% |
| 5Y | +1,036.1% | -22.6% | +1,058.8% | +1,064.1% |
| All | +3,553.2% | +278.5% | +3,274.7% | +2,008.1% |
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