+57.4%
GEV vs FIX
+125.7%
-68.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -0.9% |
| 7D | +3.2% | +3.5% | -0.4% | +1.1% |
| 30D | -4.0% | -3.5% | -0.5% | -2.0% |
| 3M | +3.4% | -11.8% | +15.2% | +10.9% |
| 6M | +14.7% | +17.8% | -3.1% | +5.1% |
| YTD | +45.8% | +73.3% | -27.5% | +10.2% |
| 1Y | +57.4% | +128.1% | -70.7% | +6.9% |
| All | +57.4% | +125.7% | -68.3% | +6.9% |
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