+158.6%
GE vs FIX
+3,814.3%
-3,655.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.0% | -3.6% | -0.4% |
| 7D | +4.0% | +6.4% | -2.4% | +1.4% |
| 30D | +11.1% | -29.1% | +40.1% | +23.7% |
| 3M | -6.7% | -31.1% | +24.4% | +4.1% |
| 6M | +14.3% | -42.8% | +57.1% | +34.4% |
| YTD | +11.7% | +24.6% | -12.9% | -4.1% |
| 1Y | +10.9% | +21.9% | -11.0% | -4.6% |
| 3Y | +279.0% | +524.9% | -245.9% | +47.7% |
| 5Y | +427.0% | +1,092.2% | -665.2% | +45.7% |
| 10Y | +158.6% | +3,759.0% | -3,600.5% | -56.4% |
| All | +158.6% | +3,814.3% | -3,655.7% | -56.4% |
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 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