+482.0%
GE vs FIX
+7,433.0%
-6,951.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -11.6% | +7.1% | -1.8% |
| 7D | +0.5% | -27.2% | +27.8% | +7.6% |
| 30D | +1.7% | -46.9% | +48.6% | +16.9% |
| 3M | -17.3% | -44.4% | +27.1% | -6.4% |
| 6M | +10.1% | -50.9% | +61.0% | +27.0% |
| YTD | +2.6% | +3.5% | -0.9% | -1.4% |
| 1Y | +3.7% | -2.1% | +5.8% | +0.6% |
| 3Y | +268.3% | +418.7% | -150.4% | +131.5% |
| 5Y | +376.2% | +894.6% | -518.4% | +154.0% |
| 10Y | +156.4% | +3,465.5% | -3,309.1% | +2.4% |
| All | +482.0% | +7,433.0% | -6,951.0% | +57.4% |
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