+8.9%
GE vs FIX
+13.3%
-4.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | +5.4% | -13.9% | +19.3% | +8.2% |
| 30D | +9.6% | -35.5% | +45.2% | +20.3% |
| 3M | -7.7% | -33.9% | +26.2% | +0.1% |
| 6M | +14.0% | -43.3% | +57.3% | +27.3% |
| YTD | +10.2% | +18.7% | -8.5% | -3.1% |
| 1Y | +8.9% | +13.8% | -4.9% | -4.8% |
| All | +8.9% | +13.3% | -4.4% | -4.8% |
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