+58.6%
GH vs FE
+6.0%
+52.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -11.2% | -0.5% | -10.7% | -11.3% |
| 30D | -7.2% | +4.3% | -11.6% | -6.6% |
| 3M | -7.1% | +0.4% | -7.5% | -6.7% |
| 6M | +62.3% | +6.9% | +55.4% | +60.9% |
| YTD | +52.1% | +8.0% | +44.1% | +40.6% |
| 1Y | +58.6% | +4.8% | +53.8% | +53.2% |
| All | +58.6% | +6.0% | +52.6% | +53.2% |
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