+393.9%
GH vs FTV
+6.7%
+387.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -0.8% |
| 7D | -1.2% | -5.2% | +4.0% | +2.1% |
| 30D | -3.7% | -11.5% | +7.8% | +3.8% |
| 3M | +21.7% | -9.0% | +30.7% | +27.9% |
| 6M | +75.7% | -2.0% | +77.8% | +75.8% |
| YTD | +55.7% | -0.9% | +56.6% | +52.3% |
| 1Y | +181.1% | +14.8% | +166.3% | +148.4% |
| 3Y | +371.6% | -5.5% | +377.1% | +372.4% |
| 5Y | +23.2% | -1.9% | +25.1% | +18.3% |
| All | +393.9% | +6.7% | +387.2% | +328.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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