+552.9%
GH vs FBTC
+62.0%
+490.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -0.2% | +1.1% | -1.3% | -0.5% |
| 30D | -2.6% | +22.3% | -24.9% | -7.4% |
| 3M | +25.1% | +26.0% | -0.9% | +17.8% |
| 6M | +78.5% | +13.2% | +65.3% | +71.8% |
| YTD | +59.4% | -10.7% | +70.1% | +61.0% |
| 1Y | +173.9% | -30.0% | +203.8% | +191.0% |
| All | +552.9% | +62.0% | +490.9% | +410.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling