+750.9%
GOOGL vs FIX
+5,976.4%
-5,225.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.5% |
| 7D | +1.1% | +6.1% | -5.0% | -0.2% |
| 30D | -4.4% | -2.7% | -1.8% | -4.2% |
| 3M | -6.8% | -10.9% | +4.1% | -5.7% |
| 6M | +13.6% | +29.0% | -15.4% | +5.6% |
| YTD | +8.3% | +76.9% | -68.6% | -6.5% |
| 1Y | +44.9% | +130.7% | -85.8% | +17.2% |
| 3Y | +150.5% | +790.7% | -640.2% | +41.3% |
| 5Y | +137.7% | +2,185.6% | -2,047.8% | +6.4% |
| 10Y | +750.9% | +5,993.3% | -5,242.4% | +211.2% |
| All | +750.9% | +5,976.4% | -5,225.5% | +211.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling