+371.1%
GH vs FND
+60.1%
+311.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.1% |
| 7D | +0.6% | -6.8% | +7.4% | +3.6% |
| 30D | -6.9% | +8.0% | -14.9% | -10.8% |
| 3M | -4.9% | -18.9% | +14.0% | +2.5% |
| 6M | +54.1% | +4.7% | +49.4% | +47.2% |
| YTD | +48.5% | -21.6% | +70.1% | +57.6% |
| 1Y | +61.2% | -22.0% | +83.2% | +70.6% |
| 3Y | +570.3% | -40.4% | +610.8% | +635.6% |
| 5Y | +46.1% | -63.8% | +109.9% | +92.8% |
| All | +371.1% | +60.1% | +311.0% | +236.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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