+376.5%
GH vs FN
+524.9%
-148.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -14.2% | +5.3% | -5.0% |
| 7D | -17.2% | -16.0% | -1.2% | -13.3% |
| 30D | -10.1% | -40.1% | +30.0% | +2.9% |
| 3M | -6.0% | -43.9% | +37.9% | +7.6% |
| 6M | +71.4% | -55.6% | +127.0% | +103.8% |
| YTD | +50.2% | -35.7% | +85.9% | +50.5% |
| 1Y | +61.4% | -39.8% | +101.3% | +63.9% |
| 3Y | +435.2% | +80.3% | +354.9% | +207.8% |
| 5Y | +39.2% | +143.3% | -104.0% | -34.9% |
| All | +376.5% | +524.9% | -148.4% | +24.2% |
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