+188.5%
GD vs FHN
+109.0%
+79.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -5.0% | -1.0% | -4.0% | -4.7% |
| 30D | +8.9% | +0.2% | +8.7% | +8.8% |
| 3M | -8.0% | -9.0% | +0.9% | -5.7% |
| 6M | +2.9% | -6.8% | +9.7% | +4.8% |
| YTD | +7.1% | -1.5% | +8.6% | +7.1% |
| 1Y | +5.9% | +10.9% | -5.0% | +2.4% |
| 3Y | +53.9% | +119.4% | -65.5% | +18.8% |
| 5Y | +95.4% | +57.5% | +37.9% | +55.4% |
| All | +188.5% | +109.0% | +79.5% | +76.7% |
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