+163.1%
GH vs FTI
+108.8%
+54.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -0.1% | +5.3% | -5.3% | 0.0% |
| 30D | -1.1% | +15.3% | -16.4% | -0.9% |
| 3M | +21.3% | +15.8% | +5.5% | +22.0% |
| 6M | +73.5% | +22.6% | +50.9% | +67.7% |
| YTD | +58.0% | +79.5% | -21.5% | +39.5% |
| 1Y | +163.1% | +102.0% | +61.0% | +123.2% |
| All | +163.1% | +108.8% | +54.3% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling