+1,681.2%
FHN vs GPC
+2,071.6%
-390.4%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.5% |
| 7D | -1.0% | +1.6% | -2.6% | -1.9% |
| 30D | +0.2% | -2.1% | +2.3% | +1.2% |
| 3M | -9.0% | -6.8% | -2.2% | -5.6% |
| 6M | -6.8% | +18.6% | -25.4% | -18.1% |
| YTD | -1.5% | +2.7% | -4.2% | -7.5% |
| 1Y | +10.9% | +1.8% | +9.2% | +4.7% |
| 3Y | +119.4% | +1.1% | +118.3% | +97.0% |
| 5Y | +57.5% | +4.1% | +53.5% | +33.2% |
| 10Y | +114.1% | +88.2% | +25.9% | +21.5% |
| All | +1,681.2% | +2,071.6% | -390.4% | +271.7% |
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