-47.5%
FPS vs GH
+65.5%
-113.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +5.2% | +10.8% | +13.9% |
| 7D | -8.0% | -7.0% | -1.0% | -4.7% |
| 30D | -43.5% | -5.2% | -38.4% | -41.4% |
| 3M | -41.6% | -5.8% | -35.9% | -39.5% |
| All | -47.5% | +65.5% | -113.0% | -49.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling