+894.6%
FIX vs GEN
+32.4%
+862.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.9% | -10.6% | -11.5% |
| 7D | -27.2% | +8.5% | -35.8% | -28.0% |
| 30D | -46.9% | +34.2% | -81.1% | -49.0% |
| 3M | -44.4% | +10.0% | -54.4% | -45.4% |
| 6M | -50.9% | +56.8% | -107.7% | -56.0% |
| YTD | +3.5% | +14.2% | -10.7% | +0.2% |
| 1Y | -2.1% | +20.8% | -22.9% | -7.0% |
| 3Y | +418.7% | +84.1% | +334.7% | +343.6% |
| 5Y | +894.6% | +37.1% | +857.5% | +775.8% |
| All | +894.6% | +32.4% | +862.2% | +775.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling