+16.3%
FIX vs GEN
+11.7%
+4.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -3.8% |
| 7D | +17.0% | -3.0% | +20.0% | +15.9% |
| 30D | -30.6% | +24.7% | -55.3% | -25.5% |
| 3M | -35.0% | +4.1% | -39.2% | -33.7% |
| 6M | -44.0% | +36.0% | -80.0% | -39.1% |
| YTD | +21.1% | +10.9% | +10.3% | +17.5% |
| 1Y | +16.3% | +12.2% | +4.1% | +12.0% |
| All | +16.3% | +11.7% | +4.6% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 1y: compounded portfolio wealth divided by compounded GEN 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…
1y analysis · Full analysis span regression · 6 months rolling