+545.7%
GH vs FBTC
+62.5%
+483.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | -2.1% | +1.5% | -3.6% | -2.5% |
| 30D | -4.5% | +20.7% | -25.1% | -8.9% |
| 3M | +28.9% | +23.7% | +5.2% | +21.9% |
| 6M | +76.5% | +15.0% | +61.5% | +69.2% |
| YTD | +57.6% | -10.5% | +68.1% | +59.2% |
| 1Y | +167.5% | -30.3% | +197.8% | +184.7% |
| All | +545.7% | +62.5% | +483.3% | +404.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded FBTC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling