+246.5%
GM vs FIX
+16,846.4%
-16,599.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.2% |
| 7D | +1.9% | +6.0% | -4.1% | 0.0% |
| 30D | -1.4% | -7.2% | +5.9% | +0.6% |
| 3M | +5.9% | -15.9% | +21.8% | +9.9% |
| 6M | +12.4% | +12.7% | -0.3% | +4.6% |
| YTD | +8.6% | +72.8% | -64.2% | -13.4% |
| 1Y | +52.6% | +122.9% | -70.3% | +9.4% |
| 3Y | +169.7% | +774.3% | -604.7% | +4.1% |
| 5Y | +87.5% | +2,049.5% | -1,961.9% | -50.5% |
| 10Y | +233.0% | +5,821.5% | -5,588.5% | -42.0% |
| All | +246.5% | +16,846.4% | -16,599.9% | -64.2% |
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