+11,368.7%
GOOG vs FIX
+18,926.0%
-7,557.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.7% | -0.4% |
| 7D | +2.1% | -17.5% | +19.5% | +5.8% |
| 30D | -18.3% | -41.6% | +23.3% | -8.7% |
| 3M | -20.3% | -40.6% | +20.3% | -11.9% |
| 6M | -28.1% | -49.4% | +21.3% | -18.4% |
| YTD | -9.3% | +9.2% | -18.5% | -14.8% |
| 1Y | -0.2% | +6.5% | -6.7% | -5.9% |
| 3Y | +118.0% | +448.7% | -330.7% | +31.4% |
| 5Y | +92.1% | +948.7% | -856.7% | -2.7% |
| 10Y | +652.3% | +3,659.7% | -3,007.5% | +159.7% |
| All | +11,368.7% | +18,926.0% | -7,557.2% | +2,216.3% |
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