+152.0%
GE vs FIX
+3,564.5%
-3,412.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.8% |
| 7D | +2.7% | +9.4% | -6.8% | -0.7% |
| 30D | +8.1% | -27.8% | +35.9% | +19.6% |
| 3M | -7.9% | -35.6% | +27.7% | +5.4% |
| 6M | +12.9% | -45.2% | +58.1% | +34.9% |
| YTD | +8.2% | +19.5% | -11.3% | -5.7% |
| 1Y | +9.7% | +24.2% | -14.6% | -6.4% |
| 3Y | +266.1% | +494.2% | -228.0% | +45.4% |
| 5Y | +407.4% | +1,036.1% | -628.8% | +42.8% |
| All | +152.0% | +3,564.5% | -3,412.6% | -56.9% |
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