+380.9%
GH vs FDS
+60.5%
+320.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | +0.9% | -2.6% | +3.5% | +2.2% |
| 30D | -4.5% | +14.1% | -18.5% | -11.2% |
| 3M | -6.2% | +19.8% | -26.0% | -16.1% |
| 6M | +55.0% | +55.0% | 0.0% | +16.5% |
| YTD | +51.6% | +15.9% | +35.7% | +32.5% |
| 1Y | +58.3% | +24.2% | +34.1% | +30.8% |
| 3Y | +617.6% | -24.0% | +641.6% | +692.2% |
| 5Y | +49.2% | -23.3% | +72.5% | +64.2% |
| All | +380.9% | +60.5% | +320.5% | +171.1% |
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