+177.1%
GH vs FDS
-27.2%
+204.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -1.0% |
| 7D | -2.5% | -14.0% | +11.5% | -2.1% |
| 30D | -4.7% | -6.2% | +1.5% | -4.7% |
| 3M | +20.2% | +10.2% | +10.1% | +18.3% |
| 6M | +78.8% | +27.4% | +51.3% | +74.7% |
| YTD | +54.1% | -9.3% | +63.3% | +47.4% |
| 1Y | +177.1% | -28.6% | +205.7% | +164.3% |
| All | +177.1% | -27.2% | +204.3% | +164.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling