+620.7%
GEV vs FIX
+403.2%
+217.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -1.2% |
| 7D | +3.3% | +6.0% | -2.7% | -0.6% |
| 30D | -7.5% | -7.2% | -0.2% | -3.1% |
| 3M | -2.2% | -15.9% | +13.7% | +8.5% |
| 6M | +12.1% | +12.7% | -0.6% | +2.5% |
| YTD | +44.4% | +72.8% | -28.4% | -0.2% |
| 1Y | +57.7% | +122.9% | -65.2% | -9.5% |
| All | +620.7% | +403.2% | +217.5% | +126.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling