+401.3%
GH vs FLR
-1.0%
+402.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.6% | +0.7% |
| 7D | -0.1% | +5.4% | -5.5% | -1.0% |
| 30D | -1.1% | +11.4% | -12.5% | -3.2% |
| 3M | +21.3% | +11.4% | +9.9% | +18.4% |
| 6M | +73.5% | +16.6% | +56.9% | +67.0% |
| YTD | +58.0% | +41.7% | +16.3% | +46.7% |
| 1Y | +163.1% | +35.4% | +127.6% | +144.8% |
| 3Y | +361.0% | +57.3% | +303.7% | +308.9% |
| 5Y | +22.5% | +241.0% | -218.4% | -3.2% |
| All | +401.3% | -1.0% | +402.3% | +358.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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