+380.7%
GH vs FN
+687.1%
-306.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.9% | -6.2% | -2.0% |
| 7D | -8.2% | +8.0% | -16.2% | -10.5% |
| 30D | -4.9% | -19.1% | +14.2% | -0.3% |
| 3M | -6.2% | -29.8% | +23.6% | +0.4% |
| 6M | +60.0% | -43.2% | +103.2% | +77.0% |
| YTD | +51.5% | -18.9% | +70.5% | +41.7% |
| 1Y | +58.4% | -17.9% | +76.3% | +46.0% |
| 3Y | +617.2% | +120.1% | +497.1% | +291.5% |
| 5Y | +47.0% | +206.7% | -159.7% | -35.9% |
| All | +380.7% | +687.1% | -306.5% | +17.0% |
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 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