-22.6%
FPS vs GH
+60.1%
-82.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.7% | -13.6% | -16.3% |
| 7D | -23.3% | -7.7% | -15.7% | -21.6% |
| 30D | -42.4% | -10.0% | -32.5% | -41.1% |
| 3M | -43.0% | +5.5% | -48.5% | -43.4% |
| 6M | -44.5% | +84.9% | -129.4% | -52.7% |
| All | -22.6% | +60.1% | -82.8% | -31.2% |
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