+401.3%
GH vs FN
+769.0%
-367.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.7% |
| 7D | -0.1% | -1.7% | +1.6% | +0.4% |
| 30D | -1.1% | -22.0% | +20.9% | +5.1% |
| 3M | +21.3% | -43.0% | +64.3% | +39.1% |
| 6M | +73.5% | -27.7% | +101.3% | +78.1% |
| YTD | +58.0% | -10.5% | +68.5% | +47.1% |
| 1Y | +163.1% | +12.5% | +150.6% | +120.5% |
| 3Y | +361.0% | +153.8% | +207.2% | +144.9% |
| 5Y | +22.5% | +288.0% | -265.5% | -50.5% |
| All | +401.3% | +769.0% | -367.8% | +21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling