+1,065.5%
FIX vs GFS
-17.5%
+1,083.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.2% | -0.8% | +3.3% |
| 7D | -17.5% | -7.8% | -9.6% | -14.7% |
| 30D | -41.6% | -19.7% | -21.9% | -36.9% |
| 3M | -40.6% | -23.1% | -17.5% | -35.1% |
| 6M | -49.4% | -46.4% | -3.0% | -38.3% |
| YTD | +9.2% | +11.0% | -1.9% | +7.2% |
| 1Y | +6.5% | +12.6% | -6.2% | +4.2% |
| 3Y | +448.7% | -24.9% | +473.7% | +470.4% |
| 5Y | +948.7% | -39.1% | +987.8% | +980.1% |
| All | +1,065.5% | -17.5% | +1,083.0% | +1,056.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling