+20.0%
GE vs FIX
+128.3%
-108.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.6% |
| 7D | -1.6% | +6.0% | -7.6% | -2.9% |
| 30D | -11.6% | -7.2% | -4.3% | -10.3% |
| 3M | +3.0% | -15.9% | +18.9% | +6.0% |
| 6M | -0.5% | +12.7% | -13.3% | -6.2% |
| YTD | +9.7% | +72.8% | -63.1% | -5.1% |
| 1Y | +20.0% | +122.9% | -102.9% | -2.6% |
| All | +20.0% | +128.3% | -108.2% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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