+7,433.0%
FIX vs GEN
+3,458.2%
+3,974.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.9% | -10.6% | -11.4% |
| 7D | -27.2% | +8.5% | -35.8% | -28.6% |
| 30D | -46.9% | +34.2% | -81.1% | -50.4% |
| 3M | -44.4% | +10.0% | -54.4% | -46.3% |
| 6M | -50.9% | +56.8% | -107.7% | -56.5% |
| YTD | +3.5% | +14.2% | -10.7% | -2.5% |
| 1Y | -2.1% | +20.8% | -22.9% | -9.1% |
| 3Y | +418.7% | +84.1% | +334.7% | +337.3% |
| 5Y | +894.6% | +37.1% | +857.5% | +778.0% |
| 10Y | +3,465.5% | +171.5% | +3,294.0% | +2,470.7% |
| All | +7,433.0% | +3,458.2% | +3,974.8% | +3,000.1% |
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