+399.9%
GH vs FND
+60.7%
+339.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +1.7% |
| 7D | -2.1% | +0.4% | -2.5% | -2.4% |
| 30D | -4.5% | -23.6% | +19.1% | +6.8% |
| 3M | +28.9% | +4.3% | +24.6% | +24.3% |
| 6M | +76.5% | -20.3% | +96.8% | +90.3% |
| YTD | +57.6% | -21.3% | +78.9% | +68.8% |
| 1Y | +167.5% | -45.4% | +212.9% | +232.0% |
| 3Y | +377.4% | -48.9% | +426.3% | +469.6% |
| 5Y | +23.8% | -61.0% | +84.9% | +60.6% |
| All | +399.9% | +60.7% | +339.2% | +260.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling