+155.5%
GE vs FIX
+3,608.1%
-3,452.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.4% | -2.7% | +0.7% |
| 7D | +7.1% | -17.5% | +24.6% | +13.5% |
| 30D | +6.5% | -41.6% | +48.0% | +27.2% |
| 3M | -13.6% | -40.6% | +27.0% | +1.9% |
| 6M | +6.0% | -49.4% | +55.4% | +30.3% |
| YTD | +5.4% | +9.2% | -3.8% | -5.0% |
| 1Y | +6.5% | +6.5% | 0.0% | -3.8% |
| 3Y | +268.6% | +448.7% | -180.1% | +50.8% |
| 5Y | +389.0% | +948.7% | -559.7% | +41.9% |
| All | +155.5% | +3,608.1% | -3,452.6% | -56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling