+388.8%
GH vs FND
+58.8%
+330.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.5% |
| 7D | -2.5% | -5.8% | +3.3% | 0.0% |
| 30D | -4.7% | -20.2% | +15.5% | +4.6% |
| 3M | +20.2% | -12.0% | +32.2% | +25.4% |
| 6M | +78.8% | -18.5% | +97.3% | +90.9% |
| YTD | +54.1% | -22.3% | +76.3% | +65.9% |
| 1Y | +177.1% | -47.6% | +224.7% | +251.0% |
| 3Y | +371.6% | -49.8% | +421.4% | +467.2% |
| 5Y | +21.9% | -63.0% | +84.9% | +61.3% |
| All | +388.8% | +58.8% | +330.0% | +254.0% |
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