+1,833.6%
GS vs FIX
+8,288.5%
-6,454.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -15.1% | +18.6% | +7.5% |
| 7D | +0.3% | -18.9% | +19.2% | +5.3% |
| 30D | +3.9% | -36.3% | +40.2% | +15.6% |
| 3M | -11.4% | -38.5% | +27.1% | -1.0% |
| 6M | +3.7% | -42.3% | +46.0% | +17.0% |
| YTD | +7.1% | +17.1% | -10.0% | -0.5% |
| 1Y | +19.7% | +14.4% | +5.3% | +11.4% |
| 3Y | +202.8% | +486.7% | -283.8% | +74.2% |
| 5Y | +156.7% | +1,083.7% | -927.0% | +20.9% |
| 10Y | +548.7% | +3,932.4% | -3,383.7% | +117.6% |
| All | +1,833.6% | +8,288.5% | -6,454.9% | +328.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling