+8.9%
GE vs FIX
+14.3%
-5.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -15.1% | +17.8% | +6.0% |
| 7D | +9.4% | -18.9% | +28.3% | +14.0% |
| 30D | +7.5% | -36.3% | +43.8% | +18.4% |
| 3M | -12.5% | -38.5% | +26.0% | -3.2% |
| 6M | +17.8% | -42.3% | +60.0% | +30.7% |
| YTD | +7.4% | +17.1% | -9.7% | -4.7% |
| 1Y | +8.9% | +14.4% | -5.5% | -4.4% |
| All | +8.9% | +14.3% | -5.4% | -4.4% |
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