+231.3%
GM vs FIX
+5,928.8%
-5,697.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.3% | -1.7% |
| 7D | -1.1% | +3.5% | -4.6% | -2.2% |
| 30D | -4.6% | -3.5% | -1.1% | -4.0% |
| 3M | +0.2% | -11.8% | +12.0% | +2.4% |
| 6M | +12.6% | +17.8% | -5.2% | +3.3% |
| YTD | +3.7% | +73.3% | -69.6% | -17.9% |
| 1Y | +45.6% | +128.1% | -82.5% | +2.6% |
| 3Y | +162.0% | +772.7% | -610.7% | -5.7% |
| 5Y | +80.5% | +2,166.4% | -2,086.0% | -59.5% |
| 10Y | +231.3% | +6,034.5% | -5,803.1% | -45.9% |
| All | +231.3% | +5,928.8% | -5,697.5% | -45.9% |
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