+8.1%
FPS vs GH
+53.3%
-45.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.2% | +2.4% |
| 7D | +3.1% | -0.1% | +3.2% | +3.1% |
| 30D | -18.6% | -1.1% | -17.5% | -18.4% |
| 3M | -51.5% | +21.3% | -72.8% | -53.5% |
| 6M | -8.5% | +73.5% | -82.0% | -20.4% |
| All | +8.1% | +53.3% | -45.2% | -3.5% |
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