+51.6%
FANG vs GH
+176.0%
-124.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.3% |
| 7D | +2.9% | -2.5% | +5.4% | +2.7% |
| 30D | +2.6% | -4.7% | +7.3% | +2.3% |
| 3M | +7.6% | +20.2% | -12.7% | +9.0% |
| 6M | +17.3% | +78.8% | -61.5% | +21.7% |
| YTD | +38.7% | +54.1% | -15.4% | +43.0% |
| 1Y | +51.6% | +177.1% | -125.4% | +56.1% |
| All | +51.6% | +176.0% | -124.3% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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