+26.1%
GH vs FND
-62.2%
+88.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.5% |
| 7D | -0.2% | -0.8% | +0.6% | +0.1% |
| 30D | -2.6% | -19.6% | +16.9% | +7.5% |
| 3M | +25.1% | -4.3% | +29.4% | +25.3% |
| 6M | +78.5% | -20.4% | +98.9% | +94.1% |
| YTD | +59.4% | -21.9% | +81.2% | +72.1% |
| 1Y | +173.9% | -45.2% | +219.0% | +249.8% |
| 3Y | +382.7% | -49.2% | +432.0% | +476.2% |
| All | +26.1% | -62.2% | +88.3% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling