+278.2%
GE vs FIX
+503.8%
-225.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.4% | -5.6% | +1.3% |
| 7D | +6.3% | -7.2% | +13.5% | +7.5% |
| 30D | +8.9% | -35.1% | +44.0% | +20.7% |
| 3M | -9.2% | -34.3% | +25.1% | -0.2% |
| 6M | +13.2% | -42.9% | +56.2% | +27.8% |
| YTD | +9.4% | +19.5% | -10.1% | -1.0% |
| 1Y | +9.8% | +16.8% | -7.0% | -0.5% |
| 3Y | +278.2% | +506.7% | -228.5% | +98.3% |
| All | +278.2% | +503.8% | -225.6% | +98.3% |
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