+410.2%
GE vs FIX
+1,045.2%
-635.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | +5.4% | -13.9% | +19.3% | +9.1% |
| 30D | +9.6% | -35.5% | +45.2% | +22.9% |
| 3M | -7.7% | -33.9% | +26.2% | +2.0% |
| 6M | +14.0% | -43.3% | +57.3% | +30.3% |
| YTD | +10.2% | +18.7% | -8.5% | -1.0% |
| 1Y | +8.9% | +13.8% | -4.9% | -1.4% |
| 3Y | +273.7% | +495.0% | -221.3% | +75.1% |
| 5Y | +410.2% | +1,049.0% | -638.8% | +63.6% |
| All | +410.2% | +1,045.2% | -635.0% | +63.6% |
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