+186.8%
GS vs FIX
+420.3%
-233.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -11.6% | +5.2% | -3.3% |
| 7D | -6.3% | -27.2% | +20.9% | +1.2% |
| 30D | -3.1% | -46.9% | +43.8% | +13.6% |
| 3M | -17.7% | -44.4% | +26.8% | -5.1% |
| 6M | -4.6% | -50.9% | +46.4% | +12.8% |
| YTD | +0.3% | +3.5% | -3.2% | -4.4% |
| 1Y | +11.7% | -2.1% | +13.8% | +7.7% |
| All | +186.8% | +420.3% | -233.5% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling