+492.6%
GEV vs FIX
+218.0%
+274.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -5.0% | -3.0% |
| 7D | -9.8% | -17.5% | +7.7% | +1.4% |
| 30D | -22.3% | -41.6% | +19.3% | +8.4% |
| 3M | -22.6% | -40.6% | +18.0% | +6.7% |
| 6M | -30.7% | -49.4% | +18.6% | +5.1% |
| YTD | +18.7% | +9.2% | +9.6% | +8.9% |
| 1Y | +41.0% | +6.5% | +34.6% | +31.8% |
| All | +492.6% | +218.0% | +274.7% | +146.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling