+185.7%
GS vs FIX
+2,061.9%
-1,876.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.5% |
| 7D | +0.9% | +6.0% | -5.1% | -0.8% |
| 30D | -1.6% | -7.2% | +5.7% | +0.4% |
| 3M | -4.5% | -15.9% | +11.4% | -0.5% |
| 6M | +20.9% | +12.7% | +8.1% | +14.3% |
| YTD | +19.9% | +72.8% | -52.9% | -0.9% |
| 1Y | +41.4% | +122.9% | -81.5% | +6.7% |
| 3Y | +239.2% | +774.3% | -535.2% | +50.4% |
| All | +185.7% | +2,061.9% | -1,876.2% | -17.9% |
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