+393.1%
GH vs FN
+680.6%
-287.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +11.9% | -6.6% | +1.9% |
| 7D | -7.0% | +16.3% | -23.3% | -11.4% |
| 30D | -5.2% | -24.7% | +19.6% | +1.5% |
| 3M | -5.8% | -34.9% | +29.2% | +3.2% |
| 6M | +65.9% | -41.1% | +107.0% | +81.3% |
| YTD | +55.5% | -19.6% | +75.1% | +45.9% |
| 1Y | +64.2% | -18.5% | +82.7% | +51.7% |
| 3Y | +606.0% | +119.1% | +486.9% | +285.9% |
| 5Y | +47.3% | +206.9% | -159.7% | -35.8% |
| All | +393.1% | +680.6% | -287.5% | +20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling