+1,744.5%
FIX vs GFS
-3.7%
+1,748.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.4% |
| 7D | +6.0% | +1.0% | +5.0% | +5.7% |
| 30D | -7.2% | -8.6% | +1.3% | -4.7% |
| 3M | -15.9% | -46.5% | +30.7% | +2.4% |
| 6M | +12.7% | -4.8% | +17.6% | +14.7% |
| YTD | +72.8% | +29.7% | +43.1% | +60.7% |
| 1Y | +122.9% | +35.8% | +87.1% | +104.1% |
| 3Y | +774.3% | -18.3% | +792.7% | +772.7% |
| All | +1,744.5% | -3.7% | +1,748.2% | +1,632.2% |
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