+1,175.1%
FIX vs GFS
-13.5%
+1,188.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.9% | +4.5% | +7.7% |
| 7D | -7.2% | -3.1% | -4.1% | -5.7% |
| 30D | -35.1% | -16.0% | -19.1% | -30.9% |
| 3M | -34.3% | -24.7% | -9.6% | -27.7% |
| 6M | -42.9% | -45.1% | +2.2% | -31.0% |
| YTD | +19.5% | +16.5% | +3.0% | +15.5% |
| 1Y | +16.8% | +19.3% | -2.6% | +12.2% |
| 3Y | +506.7% | -20.0% | +526.7% | +519.0% |
| 5Y | +1,046.7% | -32.0% | +1,078.7% | +1,054.7% |
| All | +1,175.1% | -13.5% | +1,188.6% | +1,145.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling