+136.3%
GH vs FGI
-70.0%
+206.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.2% |
| 7D | -11.2% | -4.1% | -7.1% | -11.2% |
| 30D | -7.2% | -3.4% | -3.9% | -7.2% |
| 3M | -7.1% | +61.8% | -68.9% | -8.3% |
| 6M | +62.3% | +17.0% | +45.3% | +60.9% |
| YTD | +52.1% | +31.4% | +20.7% | +49.1% |
| 1Y | +58.6% | +42.7% | +16.0% | +54.5% |
| 3Y | +619.9% | -0.1% | +620.0% | +595.7% |
| All | +136.3% | -70.0% | +206.3% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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