+5,892.0%
FIX vs GD
+190.3%
+5,701.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +3.2% |
| 7D | +6.0% | -5.3% | +11.3% | +10.1% |
| 30D | -7.2% | -6.4% | -0.8% | -2.9% |
| 3M | -15.9% | +5.7% | -21.6% | -20.1% |
| 6M | +12.7% | -0.9% | +13.7% | +11.8% |
| YTD | +72.8% | +8.2% | +64.6% | +59.2% |
| 1Y | +122.9% | +13.4% | +109.5% | +98.8% |
| 3Y | +774.3% | +68.5% | +705.8% | +455.5% |
| 5Y | +2,049.5% | +97.2% | +1,952.3% | +1,078.7% |
| All | +5,892.0% | +190.3% | +5,701.6% | +2,173.8% |
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