+643.2%
GEV vs FIX
+415.2%
+228.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +1.6% |
| 7D | +8.1% | +6.1% | +2.0% | +4.1% |
| 30D | -1.9% | -2.7% | +0.7% | -0.4% |
| 3M | +4.1% | -10.9% | +15.0% | +11.3% |
| 6M | +23.2% | +29.0% | -5.8% | +3.5% |
| YTD | +48.9% | +76.9% | -28.0% | +1.4% |
| 1Y | +62.2% | +130.7% | -68.6% | -9.0% |
| All | +643.2% | +415.2% | +228.0% | +129.7% |
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 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