+377.4%
GH vs FDS
-30.4%
+407.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.3% |
| 7D | -2.1% | -5.4% | +3.3% | -1.4% |
| 30D | -4.5% | +1.6% | -6.0% | -4.9% |
| 3M | +28.9% | +17.7% | +11.2% | +24.4% |
| 6M | +76.5% | +29.1% | +47.5% | +66.5% |
| YTD | +57.6% | +1.0% | +56.6% | +55.7% |
| 1Y | +167.5% | -21.6% | +189.2% | +186.5% |
| 3Y | +377.4% | -30.1% | +407.5% | +395.1% |
| All | +377.4% | -30.4% | +407.8% | +395.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling