+12,471.5%
FIX vs GEN
+3,464.0%
+9,007.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.4% |
| 7D | +6.0% | -1.2% | +7.2% | +6.3% |
| 30D | -7.2% | +10.1% | -17.4% | -9.3% |
| 3M | -15.9% | +16.1% | -31.9% | -19.1% |
| 6M | +12.7% | +38.9% | -26.1% | +3.4% |
| YTD | +72.8% | +14.4% | +58.4% | +64.6% |
| 1Y | +122.9% | +5.9% | +117.0% | +115.6% |
| 3Y | +774.3% | +58.8% | +715.5% | +669.3% |
| 5Y | +2,049.5% | +24.7% | +2,024.8% | +1,859.7% |
| 10Y | +5,821.5% | +163.1% | +5,658.4% | +4,246.9% |
| All | +12,471.5% | +3,464.0% | +9,007.4% | +5,135.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling