+2,064.0%
GS vs FIX
+12,278.1%
-10,214.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.4% |
| 7D | +0.9% | +6.0% | -5.1% | -0.6% |
| 30D | -1.6% | -7.2% | +5.7% | +0.1% |
| 3M | -4.5% | -15.9% | +11.4% | -0.9% |
| 6M | +20.9% | +12.7% | +8.1% | +15.4% |
| YTD | +19.9% | +72.8% | -52.9% | +1.8% |
| 1Y | +41.4% | +122.9% | -81.5% | +11.2% |
| 3Y | +239.2% | +774.3% | -535.2% | +77.2% |
| 5Y | +185.0% | +2,049.5% | -1,864.4% | +16.3% |
| 10Y | +655.0% | +5,821.5% | -5,166.5% | +131.0% |
| All | +2,064.0% | +12,278.1% | -10,214.0% | +338.8% |
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