+11,452.8%
GOOG vs FIX
+20,716.0%
-9,263.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.4% | -8.7% | -1.4% |
| 7D | +2.9% | -7.2% | +10.1% | +3.8% |
| 30D | -17.8% | -35.1% | +17.3% | -10.4% |
| 3M | -19.0% | -34.3% | +15.2% | -12.6% |
| 6M | -27.9% | -42.9% | +15.1% | -20.5% |
| YTD | -8.7% | +19.5% | -28.1% | -16.0% |
| 1Y | +2.5% | +16.8% | -14.3% | -5.4% |
| 3Y | +119.2% | +506.7% | -387.5% | +29.0% |
| 5Y | +93.4% | +1,046.7% | -953.2% | -4.0% |
| 10Y | +635.3% | +3,800.0% | -3,164.7% | +152.0% |
| All | +11,452.8% | +20,716.0% | -9,263.2% | +2,184.7% |
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 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