+488.5%
FIX vs GD
+59.0%
+429.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -2.6% | -12.5% | -13.9% |
| 7D | -18.9% | +3.0% | -21.9% | -19.8% |
| 30D | -36.3% | +10.5% | -46.8% | -39.0% |
| 3M | -38.5% | -5.0% | -33.6% | -37.0% |
| 6M | -42.3% | +5.5% | -47.8% | -44.1% |
| YTD | +17.1% | +10.3% | +6.8% | +9.6% |
| 1Y | +14.4% | +8.2% | +6.2% | +8.6% |
| All | +488.5% | +59.0% | +429.5% | +366.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling