+24.4%
GH vs FTV
+1.8%
+22.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.4% | +2.1% |
| 7D | -0.2% | -1.3% | +1.1% | +0.8% |
| 30D | -2.6% | -9.5% | +6.9% | +5.1% |
| 3M | +25.1% | -10.9% | +36.0% | +35.3% |
| 6M | +78.5% | -0.6% | +79.1% | +75.6% |
| YTD | +59.4% | +1.4% | +57.9% | +50.6% |
| 1Y | +173.9% | +17.6% | +156.2% | +123.9% |
| 3Y | +382.7% | -3.3% | +386.0% | +366.5% |
| 5Y | +24.4% | -0.1% | +24.5% | -10.0% |
| All | +24.4% | +1.8% | +22.6% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling