+405.9%
GE vs FIX
+1,055.8%
-649.8%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.8% | -0.7% | -2.7% |
| 7D | +5.1% | +17.0% | -11.9% | +0.4% |
| 30D | +7.6% | -30.6% | +38.1% | +18.0% |
| 3M | -9.3% | -35.0% | +25.7% | +0.9% |
| 6M | +11.5% | -44.0% | +55.5% | +28.0% |
| YTD | +7.9% | +21.1% | -13.3% | -3.7% |
| 1Y | +7.6% | +16.3% | -8.6% | -3.1% |
| 3Y | +265.9% | +507.4% | -241.5% | +70.3% |
| 5Y | +405.9% | +1,052.1% | -646.1% | +64.2% |
| All | +405.9% | +1,055.8% | -649.8% | +64.2% |
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 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