+1,052.1%
FIX vs GEN
+31.4%
+1,020.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -2.5% |
| 7D | +17.0% | -3.0% | +20.0% | +17.4% |
| 30D | -30.6% | +24.7% | -55.3% | -32.7% |
| 3M | -35.0% | +4.1% | -39.2% | -35.7% |
| 6M | -44.0% | +36.0% | -80.0% | -48.1% |
| YTD | +21.1% | +10.9% | +10.3% | +17.6% |
| 1Y | +16.3% | +12.2% | +4.1% | +12.4% |
| 3Y | +507.4% | +63.3% | +444.1% | +432.3% |
| 5Y | +1,052.1% | +29.0% | +1,023.0% | +921.7% |
| All | +1,052.1% | +31.4% | +1,020.7% | +921.7% |
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