+1,788.2%
FIX vs GFS
-3.9%
+1,792.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.6% | +2.5% |
| 7D | +6.1% | +2.6% | +3.4% | +5.2% |
| 30D | -2.7% | -16.4% | +13.7% | +3.1% |
| 3M | -10.9% | -41.6% | +30.6% | +5.8% |
| 6M | +29.0% | -3.7% | +32.7% | +30.9% |
| YTD | +76.9% | +29.3% | +47.6% | +64.6% |
| 1Y | +130.7% | +37.1% | +93.6% | +110.8% |
| 3Y | +790.7% | -22.1% | +812.8% | +798.8% |
| All | +1,788.2% | -3.9% | +1,792.2% | +1,674.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GFS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling