+22.1%
GH vs FN
+289.0%
-266.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.5% |
| 7D | -0.1% | -1.7% | +1.6% | +0.3% |
| 30D | -1.1% | -22.0% | +20.9% | +3.9% |
| 3M | +21.3% | -43.0% | +64.3% | +35.7% |
| 6M | +73.5% | -27.7% | +101.3% | +77.3% |
| YTD | +58.0% | -10.5% | +68.5% | +48.7% |
| 1Y | +163.1% | +12.5% | +150.6% | +126.3% |
| 3Y | +361.0% | +153.8% | +207.2% | +164.8% |
| All | +22.1% | +289.0% | -266.9% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling