+371.1%
GH vs FTV
+33.0%
+338.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | +0.6% | +3.9% | -3.4% | -1.8% |
| 30D | -6.9% | +18.7% | -25.6% | -16.4% |
| 3M | -4.9% | +10.0% | -14.9% | -10.8% |
| 6M | +54.1% | +14.6% | +39.5% | +39.7% |
| YTD | +48.5% | +23.4% | +25.1% | +26.3% |
| 1Y | +61.2% | +31.3% | +29.9% | +31.1% |
| 3Y | +570.3% | +39.8% | +530.5% | +422.6% |
| 5Y | +46.1% | +17.7% | +28.5% | +24.3% |
| All | +371.1% | +33.0% | +338.1% | +255.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling