+368.5%
GH vs FN
+597.8%
-229.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +11.7% | -13.3% | -4.9% |
| 7D | -15.6% | 0.0% | -15.6% | -16.0% |
| 30D | -10.4% | -34.3% | +23.9% | -0.2% |
| 3M | -4.3% | -39.9% | +35.6% | +7.3% |
| 6M | +63.5% | -51.8% | +115.4% | +89.7% |
| YTD | +47.7% | -28.1% | +75.9% | +43.1% |
| 1Y | +56.7% | -29.1% | +85.8% | +51.0% |
| 3Y | +443.9% | +102.4% | +341.4% | +201.7% |
| 5Y | +36.9% | +171.7% | -134.7% | -38.1% |
| All | +368.5% | +597.8% | -229.3% | +18.1% |
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