-2.8%
GLD vs FIX
+15.7%
-18.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.6% |
| 7D | +2.8% | -13.9% | +16.8% | +4.3% |
| 30D | -4.0% | -35.5% | +31.6% | +1.3% |
| 3M | -8.2% | -33.9% | +25.7% | -3.7% |
| 6M | -14.8% | -43.3% | +28.5% | -9.3% |
| YTD | -6.8% | +18.7% | -25.5% | -10.3% |
| All | -2.8% | +15.7% | -18.5% | -6.6% |
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