-24.8%
GOOG vs FIX
-40.5%
+15.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.0% | -3.0% | +1.7% |
| 7D | +1.2% | +6.4% | -5.3% | +0.8% |
| 30D | -16.7% | -29.1% | +12.4% | -15.7% |
| 3M | -15.2% | -31.1% | +15.9% | -14.3% |
| 6M | -24.8% | -42.8% | +18.0% | -23.2% |
| All | -24.8% | -40.5% | +15.8% | -23.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling