+1,027.6%
FIX vs GFS
-25.2%
+1,052.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.4% |
| 7D | +9.4% | +7.4% | +2.1% | +6.8% |
| 30D | -27.8% | -15.3% | -12.5% | -23.2% |
| 3M | -35.6% | -21.1% | -14.5% | -30.0% |
| 6M | -45.2% | -44.5% | -0.7% | -33.8% |
| YTD | +19.5% | +19.2% | +0.2% | +14.4% |
| 1Y | +24.2% | +27.2% | -3.0% | +16.8% |
| 3Y | +494.2% | -20.1% | +514.3% | +504.5% |
| All | +1,027.6% | -25.2% | +1,052.8% | +1,026.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling