+368.5%
GH vs FE
+76.9%
+291.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.5% |
| 7D | -15.6% | 0.0% | -15.6% | -15.6% |
| 30D | -10.4% | +5.2% | -15.6% | -12.0% |
| 3M | -4.3% | 0.0% | -4.2% | -4.4% |
| 6M | +63.5% | +5.0% | +58.5% | +59.7% |
| YTD | +47.7% | +7.9% | +39.8% | +42.2% |
| 1Y | +56.7% | +6.3% | +50.4% | +51.8% |
| 3Y | +443.9% | +46.0% | +397.9% | +358.4% |
| 5Y | +36.9% | +45.6% | -8.7% | +14.9% |
| All | +368.5% | +76.9% | +291.6% | +251.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling