+510.2%
GEV vs FIX
+245.6%
+264.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.5% |
| 7D | -13.2% | -13.9% | +0.7% | -5.0% |
| 30D | -20.6% | -35.5% | +14.9% | +4.0% |
| 3M | -19.5% | -33.9% | +14.4% | +3.6% |
| 6M | -23.3% | -43.3% | +20.0% | +8.1% |
| YTD | +22.2% | +18.7% | +3.6% | +6.3% |
| 1Y | +37.8% | +13.8% | +24.0% | +23.4% |
| All | +510.2% | +245.6% | +264.6% | +140.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling