+130.7%
FIX vs GFS
+35.0%
+95.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.6% | +2.5% |
| 7D | +6.1% | +2.6% | +3.4% | +4.7% |
| 30D | -2.7% | -16.4% | +13.7% | +5.9% |
| 3M | -10.9% | -41.6% | +30.6% | +14.5% |
| 6M | +29.0% | -3.7% | +32.7% | +29.8% |
| YTD | +76.9% | +29.3% | +47.6% | +54.7% |
| 1Y | +130.7% | +37.1% | +93.6% | +99.5% |
| All | +130.7% | +35.0% | +95.7% | +99.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling