+570.3%
GH vs FE
+50.7%
+519.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.1% |
| 7D | +0.6% | +1.2% | -0.7% | +0.4% |
| 30D | -6.9% | +4.5% | -11.5% | -7.4% |
| 3M | -4.9% | +1.3% | -6.3% | -5.0% |
| 6M | +54.1% | +8.7% | +45.4% | +51.6% |
| YTD | +48.5% | +9.2% | +39.3% | +45.1% |
| 1Y | +61.2% | +7.0% | +54.2% | +58.4% |
| 3Y | +570.3% | +51.4% | +519.0% | +426.7% |
| All | +570.3% | +50.7% | +519.7% | +426.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling