+82.8%
GM vs FIX
+2,166.5%
-2,083.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -2.8% |
| 7D | +0.4% | +6.1% | -5.7% | -0.9% |
| 30D | -1.8% | -2.7% | +0.8% | -1.6% |
| 3M | +2.6% | -10.9% | +13.6% | +4.1% |
| 6M | +14.6% | +29.0% | -14.4% | +5.4% |
| YTD | +6.2% | +76.9% | -70.7% | -10.4% |
| 1Y | +48.7% | +130.7% | -82.1% | +15.4% |
| 3Y | +168.3% | +790.7% | -622.3% | +16.0% |
| 5Y | +82.8% | +2,185.6% | -2,102.8% | -53.8% |
| All | +82.8% | +2,166.5% | -2,083.7% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling