+371.1%
GH vs FTI
+210.0%
+161.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.4% |
| 7D | +0.6% | +4.3% | -3.8% | -0.2% |
| 30D | -6.9% | -4.7% | -2.3% | -6.2% |
| 3M | -4.9% | -13.5% | +8.6% | -2.7% |
| 6M | +54.1% | -8.7% | +62.8% | +55.5% |
| YTD | +48.5% | +49.0% | -0.5% | +36.6% |
| 1Y | +61.2% | +54.0% | +7.1% | +47.3% |
| 3Y | +570.3% | +211.6% | +358.7% | +435.5% |
| 5Y | +46.1% | +881.9% | -835.7% | -2.6% |
| All | +371.1% | +210.0% | +161.1% | +409.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling