+411.8%
GE vs FIX
+1,026.2%
-614.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.7% |
| 7D | +2.7% | +9.4% | -6.8% | 0.0% |
| 30D | +8.1% | -27.8% | +35.9% | +17.2% |
| 3M | -7.9% | -35.6% | +27.7% | +2.7% |
| 6M | +12.9% | -45.2% | +58.1% | +30.5% |
| YTD | +8.2% | +19.5% | -11.3% | -3.0% |
| 1Y | +9.7% | +24.2% | -14.6% | -3.3% |
| 3Y | +266.1% | +494.2% | -228.0% | +71.5% |
| All | +411.8% | +1,026.2% | -614.5% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling