+127.7%
GLD vs FIX
+782.4%
-654.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.9% |
| 7D | -0.5% | +6.0% | -6.6% | -0.8% |
| 30D | +4.4% | -7.2% | +11.6% | +4.8% |
| 3M | -1.1% | -15.9% | +14.8% | -0.4% |
| 6M | -13.8% | +12.7% | -26.5% | -14.4% |
| YTD | +2.6% | +72.8% | -70.2% | +0.8% |
| 1Y | +24.5% | +122.9% | -98.4% | +21.7% |
| All | +127.7% | +782.4% | -654.7% | +111.0% |
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