+12.1%
GS vs FIX
+3.4%
+8.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.8% | -1.7% |
| 7D | -3.2% | -17.5% | +14.2% | +0.7% |
| 30D | -2.4% | -41.6% | +39.2% | +11.4% |
| 3M | -15.7% | -40.6% | +24.9% | -4.8% |
| 6M | -6.8% | -49.4% | +42.6% | +9.2% |
| YTD | -0.1% | +9.2% | -9.2% | -8.2% |
| 1Y | +12.1% | +6.5% | +5.6% | +3.5% |
| All | +12.1% | +3.4% | +8.7% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling