+24.0%
GH vs FRSH
-72.4%
+96.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.7% |
| 7D | -0.2% | -9.6% | +9.4% | +4.2% |
| 30D | -2.6% | -0.4% | -2.2% | -3.5% |
| 3M | +25.1% | +27.2% | -2.1% | +9.4% |
| 6M | +78.5% | +42.2% | +36.3% | +45.6% |
| YTD | +59.4% | -2.6% | +62.0% | +52.9% |
| 1Y | +173.9% | -10.2% | +184.0% | +170.7% |
| 3Y | +382.7% | -45.5% | +428.3% | +480.0% |
| All | +24.0% | -72.4% | +96.4% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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