+163.1%
GH vs FE
+11.4%
+151.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -0.1% | +1.9% | -2.0% | -0.1% |
| 30D | -1.1% | -1.2% | +0.1% | -1.0% |
| 3M | +21.3% | +3.5% | +17.8% | +19.6% |
| 6M | +73.5% | -6.1% | +79.6% | +76.0% |
| YTD | +58.0% | +7.6% | +50.4% | +45.4% |
| 1Y | +163.1% | +11.9% | +151.1% | +141.2% |
| All | +163.1% | +11.4% | +151.6% | +141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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