+57.7%
GEV vs FIX
+128.3%
-70.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -1.1% |
| 7D | +3.3% | +6.0% | -2.7% | -0.3% |
| 30D | -7.5% | -7.2% | -0.2% | -3.3% |
| 3M | -2.2% | -15.9% | +13.7% | +7.7% |
| 6M | +12.1% | +12.7% | -0.6% | +4.8% |
| YTD | +44.4% | +72.8% | -28.4% | +9.0% |
| 1Y | +57.7% | +122.9% | -65.2% | +7.7% |
| All | +57.7% | +128.3% | -70.6% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling