+619.9%
GH vs FN
+106.7%
+513.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.8% | +2.6% | -1.4% |
| 7D | -11.2% | -4.1% | -7.2% | -10.8% |
| 30D | -7.2% | -28.3% | +21.1% | -3.2% |
| 3M | -7.1% | -33.9% | +26.8% | -2.5% |
| 6M | +62.3% | -43.9% | +106.2% | +72.2% |
| YTD | +52.1% | -23.4% | +75.5% | +47.1% |
| 1Y | +58.6% | -25.4% | +84.1% | +53.4% |
| 3Y | +619.9% | +107.9% | +512.0% | +299.5% |
| All | +619.9% | +106.7% | +513.1% | +299.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling