+11.4%
FPS vs GH
+52.9%
-41.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.3% | +3.1% |
| 7D | +10.4% | -2.1% | +12.5% | +10.8% |
| 30D | -16.5% | -4.5% | -12.1% | -15.8% |
| 3M | -45.5% | +28.9% | -74.4% | -48.7% |
| 6M | +2.1% | +76.5% | -74.4% | -12.1% |
| All | +11.4% | +52.9% | -41.5% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling