+69.6%
GAP vs FHN
+114.0%
-44.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.9% |
| 7D | -3.8% | -1.0% | -2.8% | -3.0% |
| 30D | -9.0% | +0.2% | -9.2% | -9.0% |
| 3M | +5.5% | -9.0% | +14.4% | +11.7% |
| 6M | -11.1% | -6.8% | -4.2% | -7.3% |
| YTD | -13.6% | -1.5% | -12.0% | -12.8% |
| 1Y | -2.9% | +10.9% | -13.8% | -8.6% |
| 3Y | +69.6% | +119.4% | -49.8% | +7.4% |
| All | +69.6% | +114.0% | -44.4% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling