+420.4%
FIX vs GEN
+84.3%
+336.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.9% | -10.6% | -11.6% |
| 7D | -27.2% | +8.5% | -35.8% | -27.4% |
| 30D | -46.9% | +34.2% | -81.1% | -47.7% |
| 3M | -44.4% | +10.0% | -54.4% | -44.7% |
| 6M | -50.9% | +56.8% | -107.7% | -55.0% |
| YTD | +3.5% | +14.2% | -10.7% | +3.4% |
| 1Y | -2.1% | +20.8% | -22.9% | -4.4% |
| All | +420.4% | +84.3% | +336.1% | +377.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling