+1,046.7%
FIX vs GEN
+27.3%
+1,019.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | 0.0% | +9.4% | +9.4% |
| 7D | -7.2% | -0.3% | -6.9% | -7.3% |
| 30D | -35.1% | +28.2% | -63.3% | -37.4% |
| 3M | -34.3% | +2.6% | -36.9% | -34.8% |
| 6M | -42.9% | +32.7% | -75.6% | -46.8% |
| YTD | +19.5% | +11.3% | +8.2% | +15.9% |
| 1Y | +16.8% | +17.9% | -1.2% | +11.1% |
| 3Y | +506.7% | +66.3% | +440.4% | +429.5% |
| 5Y | +1,046.7% | +31.7% | +1,015.0% | +910.3% |
| All | +1,046.7% | +27.3% | +1,019.4% | +910.3% |
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 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