+387.8%
GH vs FTI
+274.9%
+112.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.2% |
| 7D | -0.2% | -2.3% | +2.2% | +0.4% |
| 30D | -2.6% | +5.0% | -7.7% | -3.9% |
| 3M | +25.1% | +13.8% | +11.3% | +20.5% |
| 6M | +78.5% | +22.9% | +55.6% | +65.9% |
| YTD | +59.4% | +75.0% | -15.6% | +32.0% |
| 1Y | +173.9% | +96.9% | +77.0% | +117.6% |
| All | +387.8% | +274.9% | +112.9% | +204.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling