+268.6%
GE vs FIX
+448.6%
-180.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.4% | -2.7% | +1.3% |
| 7D | +7.1% | -17.5% | +24.6% | +11.7% |
| 30D | +6.5% | -41.6% | +48.0% | +21.4% |
| 3M | -13.6% | -40.6% | +27.0% | -2.4% |
| 6M | +6.0% | -49.4% | +55.4% | +23.6% |
| YTD | +5.4% | +9.2% | -3.8% | -2.3% |
| 1Y | +6.5% | +6.5% | 0.0% | -1.1% |
| 3Y | +268.6% | +448.7% | -180.1% | +99.2% |
| All | +268.6% | +448.6% | -180.0% | +99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling