+50.0%
FANG vs GH
+363.0%
-313.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | +2.9% | -2.5% | +5.4% | +3.0% |
| 30D | +2.6% | -4.7% | +7.3% | +2.8% |
| 3M | +7.6% | +20.2% | -12.7% | +6.3% |
| 6M | +17.3% | +78.8% | -61.5% | +12.7% |
| YTD | +38.7% | +54.1% | -15.4% | +34.3% |
| 1Y | +51.6% | +177.1% | -125.4% | +38.9% |
| 3Y | +50.0% | +371.6% | -321.7% | +34.1% |
| All | +50.0% | +363.0% | -313.1% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling