+101.1%
GOOGL vs FIX
+1,026.2%
-925.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.7% |
| 7D | +3.9% | +9.4% | -5.6% | +1.9% |
| 30D | -14.9% | -27.8% | +12.9% | -9.8% |
| 3M | -14.6% | -35.6% | +21.0% | -7.8% |
| 6M | -26.4% | -45.2% | +18.8% | -18.5% |
| YTD | -5.3% | +19.5% | -24.8% | -13.5% |
| 1Y | +6.5% | +24.2% | -17.8% | -3.8% |
| 3Y | +126.0% | +494.2% | -368.1% | +22.4% |
| All | +101.1% | +1,026.2% | -925.1% | -21.0% |
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