+215.1%
GM vs FIX
+3,814.3%
-3,599.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.8% | -1.3% |
| 7D | -3.8% | +6.4% | -10.3% | -6.0% |
| 30D | +7.9% | -29.1% | +37.0% | +18.1% |
| 3M | -0.3% | -31.1% | +30.9% | +9.0% |
| 6M | +18.6% | -42.8% | +61.4% | +35.8% |
| YTD | +10.0% | +24.6% | -14.6% | -6.0% |
| 1Y | +25.9% | +21.9% | +4.0% | +7.7% |
| 3Y | +241.2% | +524.9% | -283.7% | +31.1% |
| 5Y | +50.0% | +1,092.2% | -1,042.2% | -59.4% |
| 10Y | +215.1% | +3,759.0% | -3,544.0% | -47.3% |
| All | +215.1% | +3,814.3% | -3,599.2% | -47.3% |
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