+250.2%
GM vs FIX
+11,538.2%
-11,288.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +0.4% | -13.9% | +14.3% | +4.1% |
| 30D | +7.2% | -35.5% | +42.7% | +20.8% |
| 3M | +1.0% | -33.9% | +35.0% | +11.9% |
| 6M | +13.0% | -43.3% | +56.3% | +29.4% |
| YTD | +9.8% | +18.7% | -8.9% | -3.9% |
| 1Y | +25.9% | +13.8% | +12.1% | +11.2% |
| 3Y | +240.4% | +495.0% | -254.5% | +46.1% |
| 5Y | +56.1% | +1,049.0% | -992.9% | -49.9% |
| 10Y | +226.7% | +3,644.4% | -3,417.7% | -35.4% |
| All | +250.2% | +11,538.2% | -11,288.1% | -60.2% |
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