+3,459.3%
FIX vs GD
+192.5%
+3,266.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.3% | -9.2% | -9.9% |
| 7D | -27.2% | -3.9% | -23.3% | -24.8% |
| 30D | -46.9% | +8.1% | -55.0% | -49.8% |
| 3M | -44.4% | -6.8% | -37.6% | -41.7% |
| 6M | -50.9% | +3.0% | -53.9% | -52.6% |
| YTD | +3.5% | +7.8% | -4.2% | -4.5% |
| 1Y | -2.1% | +5.8% | -7.9% | -8.3% |
| 3Y | +418.7% | +55.3% | +363.4% | +254.2% |
| 5Y | +894.6% | +96.7% | +797.9% | +444.8% |
| All | +3,459.3% | +192.5% | +3,266.9% | +1,203.9% |
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