+18.4%
FHN vs GGLL
+206.6%
-188.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -0.6% |
| 7D | -0.9% | +2.9% | -3.8% | -1.2% |
| 30D | +2.0% | -33.1% | +35.2% | +5.9% |
| 3M | -6.8% | -31.2% | +24.4% | -3.8% |
| 6M | -0.8% | -49.4% | +48.6% | +5.4% |
| YTD | +0.6% | -26.8% | +27.4% | +1.1% |
| 1Y | +11.5% | -17.7% | +29.2% | +10.0% |
| 3Y | +130.0% | +160.4% | -30.4% | +88.6% |
| All | +18.4% | +206.6% | -188.2% | -3.4% |
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