+405.5%
GH vs FDS
+35.1%
+370.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +2.8% |
| 7D | -0.2% | -8.8% | +8.6% | +4.4% |
| 30D | -2.6% | -1.4% | -1.3% | -2.8% |
| 3M | +25.1% | +13.9% | +11.2% | +13.5% |
| 6M | +78.5% | +27.4% | +51.1% | +48.5% |
| YTD | +59.4% | -2.5% | +61.8% | +53.6% |
| 1Y | +173.9% | -23.8% | +197.6% | +204.2% |
| 3Y | +382.7% | -32.5% | +415.2% | +463.7% |
| 5Y | +24.4% | -23.2% | +47.6% | +35.0% |
| All | +405.5% | +35.1% | +370.5% | +214.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling