+165.2%
GD vs FHN
+81.8%
+83.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +2.7% | +2.1% | +0.5% | +2.1% |
| 30D | +8.6% | +3.8% | +4.8% | +7.5% |
| 3M | -7.1% | -8.9% | +1.9% | -4.7% |
| 6M | +7.5% | +1.8% | +5.6% | +6.8% |
| YTD | +9.9% | +0.6% | +9.3% | +9.3% |
| 1Y | +7.6% | +12.9% | -5.4% | +3.5% |
| 3Y | +56.2% | +126.4% | -70.2% | +19.8% |
| 5Y | +100.6% | +62.3% | +38.3% | +58.5% |
| All | +165.2% | +81.8% | +83.4% | +79.8% |
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