+16.0%
FHN vs GGLL
+188.6%
-172.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.5% |
| 7D | -1.0% | +3.1% | -4.1% | -1.3% |
| 30D | +0.2% | -36.3% | +36.5% | +4.5% |
| 3M | -9.0% | -40.4% | +31.4% | -4.5% |
| 6M | -6.8% | -54.6% | +47.8% | +0.2% |
| YTD | -1.5% | -31.1% | +29.6% | -0.4% |
| 1Y | +10.9% | -19.2% | +30.1% | +9.5% |
| 3Y | +119.4% | +151.5% | -32.2% | +80.7% |
| All | +16.0% | +188.6% | -172.7% | -4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling