+118.0%
GOOG vs FIX
+448.6%
-330.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.7% | -0.1% |
| 7D | +2.1% | -17.5% | +19.5% | +4.6% |
| 30D | -18.3% | -41.6% | +23.3% | -11.5% |
| 3M | -20.3% | -40.6% | +20.3% | -14.3% |
| 6M | -28.1% | -49.4% | +21.3% | -21.0% |
| YTD | -9.3% | +9.2% | -18.5% | -13.9% |
| 1Y | -0.2% | +6.5% | -6.7% | -4.9% |
| 3Y | +118.0% | +448.7% | -330.7% | +61.7% |
| All | +118.0% | +448.6% | -330.6% | +61.7% |
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