+486.7%
GS vs FIX
+3,608.1%
-3,121.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.8% | -2.2% |
| 7D | -3.2% | -17.5% | +14.2% | +2.3% |
| 30D | -2.4% | -41.6% | +39.2% | +15.7% |
| 3M | -15.7% | -40.6% | +24.9% | -1.4% |
| 6M | -6.8% | -49.4% | +42.6% | +14.1% |
| YTD | -0.1% | +9.2% | -9.2% | -8.6% |
| 1Y | +12.1% | +6.5% | +5.6% | +2.9% |
| 3Y | +185.8% | +448.7% | -262.9% | +26.5% |
| 5Y | +140.1% | +948.7% | -808.6% | -22.2% |
| All | +486.7% | +3,608.1% | -3,121.4% | +9.7% |
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 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