+96.7%
GD vs FHN
+57.4%
+39.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.9% |
| 7D | -3.9% | -2.3% | -1.6% | -3.6% |
| 30D | +8.1% | -0.9% | +9.0% | +8.2% |
| 3M | -6.8% | -11.0% | +4.3% | -5.0% |
| 6M | +3.0% | -5.4% | +8.4% | +3.8% |
| YTD | +7.8% | -1.2% | +8.9% | +7.8% |
| 1Y | +5.8% | +10.5% | -4.7% | +4.0% |
| 3Y | +55.3% | +115.1% | -59.8% | +37.5% |
| 5Y | +96.7% | +58.1% | +38.6% | +75.0% |
| All | +96.7% | +57.4% | +39.3% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling