+254.0%
GM vs FIX
+11,615.1%
-11,361.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.4% | -5.4% | +1.2% |
| 7D | -0.3% | -7.2% | +6.9% | +0.8% |
| 30D | +8.4% | -35.1% | +43.5% | +21.9% |
| 3M | +2.6% | -34.3% | +36.8% | +13.8% |
| 6M | +14.3% | -42.9% | +57.2% | +30.5% |
| YTD | +11.0% | +19.5% | -8.5% | -3.0% |
| 1Y | +27.8% | +16.8% | +11.0% | +11.9% |
| 3Y | +246.7% | +506.7% | -260.0% | +47.7% |
| 5Y | +59.6% | +1,046.7% | -987.1% | -48.7% |
| 10Y | +249.1% | +3,800.0% | -3,550.8% | -31.9% |
| All | +254.0% | +11,615.1% | -11,361.1% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling