+1,083.7%
FIX vs GD
+101.6%
+982.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -2.6% | -12.5% | -13.7% |
| 7D | -18.9% | +3.0% | -21.9% | -20.0% |
| 30D | -36.3% | +10.5% | -46.8% | -39.6% |
| 3M | -38.5% | -5.0% | -33.6% | -36.9% |
| 6M | -42.3% | +5.5% | -47.8% | -44.5% |
| YTD | +17.1% | +10.3% | +6.8% | +8.8% |
| 1Y | +14.4% | +8.2% | +6.2% | +7.8% |
| 3Y | +486.7% | +59.0% | +427.7% | +332.7% |
| 5Y | +1,083.7% | +104.3% | +979.5% | +581.9% |
| All | +1,083.7% | +101.6% | +982.1% | +581.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling