+25.9%
GM vs FIX
+21.5%
+4.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.8% | -0.1% |
| 7D | -3.8% | +6.4% | -10.3% | -4.3% |
| 30D | +7.9% | -29.1% | +37.0% | +10.7% |
| 3M | -0.3% | -31.1% | +30.9% | +2.3% |
| 6M | +18.6% | -42.8% | +61.4% | +24.3% |
| YTD | +10.0% | +24.6% | -14.6% | +5.6% |
| 1Y | +25.9% | +21.9% | +4.0% | +21.0% |
| All | +25.9% | +21.5% | +4.4% | +21.0% |
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 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