+177.7%
GM vs FIX
+765.6%
-587.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.6% |
| 7D | +1.9% | +6.0% | -4.1% | +1.1% |
| 30D | -1.4% | -7.2% | +5.9% | -0.5% |
| 3M | +5.9% | -15.9% | +21.8% | +7.9% |
| 6M | +12.4% | +12.7% | -0.3% | +9.0% |
| YTD | +8.6% | +72.8% | -64.2% | -1.5% |
| 1Y | +52.6% | +122.9% | -70.3% | +32.1% |
| All | +177.7% | +765.6% | -587.9% | +102.1% |
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