+92.9%
GOOGL vs FIX
+933.9%
-841.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.7% | -0.3% |
| 7D | +1.8% | -17.5% | +19.2% | +5.1% |
| 30D | -18.8% | -41.6% | +22.8% | -10.0% |
| 3M | -20.3% | -40.6% | +20.2% | -12.6% |
| 6M | -28.4% | -49.4% | +21.0% | -19.4% |
| YTD | -8.8% | +9.2% | -18.0% | -15.1% |
| 1Y | +0.3% | +6.5% | -6.2% | -6.3% |
| 3Y | +120.7% | +448.7% | -328.0% | +21.2% |
| All | +92.9% | +933.9% | -841.0% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling