+54.9%
GD vs FHN
+114.8%
-59.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.8% |
| 7D | -3.9% | -2.3% | -1.6% | -3.4% |
| 30D | +8.1% | -0.9% | +9.0% | +8.3% |
| 3M | -6.8% | -11.0% | +4.3% | -4.5% |
| 6M | +3.0% | -5.4% | +8.4% | +4.1% |
| YTD | +7.8% | -1.2% | +8.9% | +7.7% |
| 1Y | +5.8% | +10.5% | -4.7% | +3.4% |
| All | +54.9% | +114.8% | -59.9% | +33.9% |
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