+1.8%
GLD vs FIX
+3.4%
-1.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.2% | -1.4% |
| 7D | +4.7% | -17.5% | +22.2% | +6.5% |
| 30D | -0.9% | -41.6% | +40.7% | +5.8% |
| 3M | -4.4% | -40.6% | +36.2% | +1.6% |
| 6M | -13.6% | -49.4% | +35.8% | -6.5% |
| YTD | -6.0% | +9.2% | -15.2% | -8.9% |
| 1Y | +1.8% | +6.5% | -4.7% | -1.4% |
| All | +1.8% | +3.4% | -1.6% | -1.4% |
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