+13.8%
FHN vs GGLL
+70.5%
-56.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +2.7% | +1.9% | +0.8% | +2.5% |
| 30D | -3.1% | -9.7% | +6.6% | -2.5% |
| 3M | +2.3% | -18.0% | +20.4% | +3.2% |
| 6M | +9.7% | +15.3% | -5.5% | +6.4% |
| YTD | +4.7% | +2.2% | +2.5% | +2.2% |
| 1Y | +13.8% | +73.1% | -59.3% | +8.2% |
| All | +13.8% | +70.5% | -56.8% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GGLL 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling