+212.5%
GM vs FIX
+3,615.9%
-3,403.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.2% | -2.1% |
| 7D | -3.4% | +17.0% | -20.5% | -8.2% |
| 30D | +2.7% | -30.6% | +33.3% | +13.1% |
| 3M | -0.4% | -35.0% | +34.7% | +11.0% |
| 6M | +13.3% | -44.0% | +57.3% | +30.6% |
| YTD | +6.8% | +21.1% | -14.4% | -8.0% |
| 1Y | +21.1% | +16.3% | +4.8% | +5.3% |
| 3Y | +231.0% | +507.4% | -276.4% | +28.3% |
| 5Y | +41.9% | +1,052.1% | -1,010.1% | -61.2% |
| All | +212.5% | +3,615.9% | -3,403.4% | -47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling