+71.8%
GH vs FN
-25.7%
+97.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.0% | +2.3% | -3.3% |
| 7D | -7.7% | -7.0% | -0.7% | -7.4% |
| 30D | -10.0% | -24.7% | +14.8% | -9.2% |
| 3M | +5.5% | -35.7% | +41.2% | +7.4% |
| 6M | +84.9% | -52.4% | +137.3% | +91.2% |
| YTD | +65.0% | -25.0% | +90.0% | +59.4% |
| 1Y | +71.8% | -25.7% | +97.4% | +64.0% |
| All | +71.8% | -25.7% | +97.5% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling