+401.3%
GH vs FE
+76.4%
+324.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -0.1% | +1.9% | -2.0% | -0.7% |
| 30D | -1.1% | -1.2% | +0.1% | -0.7% |
| 3M | +21.3% | +3.5% | +17.8% | +19.3% |
| 6M | +73.5% | -6.1% | +79.6% | +76.7% |
| YTD | +58.0% | +7.6% | +50.4% | +52.6% |
| 1Y | +163.1% | +11.9% | +151.1% | +150.5% |
| 3Y | +361.0% | +48.4% | +312.6% | +286.1% |
| 5Y | +22.5% | +44.8% | -22.3% | +3.1% |
| All | +401.3% | +76.4% | +324.8% | +276.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling