+135.4%
GH vs FGI
-68.3%
+203.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.9% | -6.2% | -0.4% |
| 7D | -8.2% | +6.9% | -15.1% | -8.3% |
| 30D | -4.9% | +3.9% | -8.9% | -5.0% |
| 3M | -6.2% | +74.3% | -80.5% | -7.6% |
| 6M | +60.0% | +28.9% | +31.1% | +58.4% |
| YTD | +51.5% | +39.1% | +12.4% | +48.5% |
| 1Y | +58.4% | +49.3% | +9.1% | +54.2% |
| 3Y | +617.2% | +5.7% | +611.5% | +592.6% |
| All | +135.4% | -68.3% | +203.7% | +144.0% |
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