+49.3%
FERG vs GH
+367.9%
-318.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.7% |
| 7D | -1.0% | -1.2% | +0.2% | -0.9% |
| 30D | -11.8% | -3.7% | -8.1% | -11.5% |
| 3M | -1.2% | +21.7% | -22.9% | -3.9% |
| 6M | -2.3% | +75.7% | -78.1% | -9.5% |
| YTD | +0.8% | +55.7% | -54.9% | -5.5% |
| 1Y | +0.5% | +181.1% | -180.6% | -13.3% |
| All | +49.3% | +367.9% | -318.5% | +23.7% |
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