+52.4%
GEV vs FIX
+14.3%
+38.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -15.1% | +5.8% | +0.9% |
| 7D | -5.1% | -18.9% | +13.8% | +8.7% |
| 30D | -15.8% | -36.3% | +20.5% | +13.4% |
| 3M | -18.2% | -38.5% | +20.3% | +12.7% |
| 6M | -22.4% | -42.3% | +19.9% | +10.9% |
| YTD | +27.7% | +17.1% | +10.6% | +5.9% |
| 1Y | +52.4% | +14.4% | +38.0% | +30.5% |
| All | +52.4% | +14.3% | +38.1% | +30.5% |
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