+1,814.8%
FHN vs GPC
+2,341.8%
-527.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.8% |
| 7D | +1.2% | +1.2% | 0.0% | +0.5% |
| 30D | -4.7% | +6.0% | -10.7% | -8.2% |
| 3M | +3.5% | +42.6% | -39.1% | -18.2% |
| 6M | +7.8% | +22.8% | -14.9% | -7.1% |
| YTD | +5.9% | +15.5% | -9.6% | -7.0% |
| 1Y | +12.5% | +2.0% | +10.4% | +6.5% |
| 3Y | +117.2% | -1.4% | +118.6% | +98.6% |
| 5Y | +86.5% | +30.6% | +55.9% | +36.6% |
| 10Y | +125.7% | +80.6% | +45.1% | +32.0% |
| All | +1,814.8% | +2,341.8% | -527.0% | +273.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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