+29.6%
GAP vs FHN
+125.8%
-96.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.3% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | -0.7% | -2.6% | +1.9% | +0.9% |
| 3M | -0.5% | 0.0% | -0.5% | -0.7% |
| 6M | -5.0% | +9.2% | -14.2% | -10.1% |
| YTD | -14.7% | +4.3% | -19.0% | -16.8% |
| 1Y | -8.6% | +10.8% | -19.4% | -14.7% |
| 3Y | +108.4% | +130.7% | -22.4% | +21.2% |
| 5Y | +5.8% | +87.4% | -81.6% | -39.8% |
| 10Y | +29.6% | +126.9% | -97.2% | -44.2% |
| All | +29.6% | +125.8% | -96.2% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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