+534.9%
GEV vs FIX
+247.9%
+287.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +9.4% | -2.3% | +1.1% |
| 7D | -3.8% | -7.2% | +3.4% | +0.3% |
| 30D | -17.4% | -35.1% | +17.7% | +7.8% |
| 3M | -16.2% | -34.3% | +18.1% | +8.2% |
| 6M | -20.2% | -42.9% | +22.7% | +12.0% |
| YTD | +27.2% | +19.5% | +7.8% | +10.1% |
| 1Y | +44.6% | +16.8% | +27.8% | +27.3% |
| All | +534.9% | +247.9% | +287.0% | +149.4% |
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 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