+401.3%
GH vs FDS
+46.1%
+355.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +2.0% |
| 7D | -0.1% | -1.9% | +1.8% | +0.7% |
| 30D | -1.1% | +9.0% | -10.1% | -5.9% |
| 3M | +21.3% | +18.9% | +2.5% | +8.0% |
| 6M | +73.5% | +35.1% | +38.4% | +40.5% |
| YTD | +58.0% | +5.5% | +52.5% | +46.6% |
| 1Y | +163.1% | -16.8% | +179.9% | +179.4% |
| 3Y | +361.0% | -28.1% | +389.1% | +424.3% |
| 5Y | +22.5% | -17.4% | +40.0% | +28.4% |
| All | +401.3% | +46.1% | +355.2% | +200.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling