+22.9%
FHN vs GGLL
+309.0%
-286.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.2% | +0.2% |
| 7D | 0.0% | -3.9% | +3.9% | +0.5% |
| 30D | -2.6% | -15.4% | +12.8% | -0.8% |
| 3M | 0.0% | -21.9% | +21.9% | +2.1% |
| 6M | +9.2% | +4.5% | +4.7% | +6.6% |
| YTD | +4.3% | -2.4% | +6.8% | +2.5% |
| 1Y | +10.8% | +57.8% | -47.0% | +1.3% |
| 3Y | +130.7% | +227.2% | -96.5% | +85.5% |
| All | +22.9% | +309.0% | -286.2% | -2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling