+3,759.0%
FIX vs GD
+174.7%
+3,584.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.1% |
| 7D | +6.4% | +0.6% | +5.8% | +6.2% |
| 30D | -29.1% | +9.5% | -38.6% | -33.4% |
| 3M | -31.1% | -5.8% | -25.3% | -28.2% |
| 6M | -42.8% | +7.7% | -50.5% | -46.5% |
| YTD | +24.6% | +11.1% | +13.6% | +12.6% |
| 1Y | +21.9% | +6.1% | +15.9% | +14.3% |
| 3Y | +524.9% | +59.8% | +465.1% | +318.8% |
| 5Y | +1,092.2% | +104.6% | +987.6% | +535.5% |
| 10Y | +3,759.0% | +170.5% | +3,588.5% | +1,563.4% |
| All | +3,759.0% | +174.7% | +3,584.3% | +1,563.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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