+522.4%
GE vs FIX
+12,471.5%
-11,949.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.6% |
| 7D | -1.6% | +6.0% | -7.6% | -3.0% |
| 30D | -11.6% | -7.2% | -4.3% | -10.2% |
| 3M | +3.0% | -15.9% | +18.9% | +6.1% |
| 6M | -0.5% | +12.7% | -13.3% | -4.8% |
| YTD | +9.7% | +72.8% | -63.1% | -5.4% |
| 1Y | +20.0% | +122.9% | -102.9% | -3.5% |
| 3Y | +275.8% | +774.3% | -498.5% | +110.7% |
| 5Y | +429.1% | +2,049.5% | -1,620.4% | +138.8% |
| 10Y | +151.2% | +5,821.5% | -5,670.3% | -10.2% |
| All | +522.4% | +12,471.5% | -11,949.0% | +51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling