+100.5%
GD vs FHN
+61.2%
+39.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +2.7% | +2.1% | +0.5% | +2.3% |
| 30D | +8.6% | +3.8% | +4.8% | +8.0% |
| 3M | -7.1% | -8.9% | +1.9% | -5.7% |
| 6M | +7.5% | +1.8% | +5.6% | +7.1% |
| YTD | +9.9% | +0.6% | +9.3% | +9.6% |
| 1Y | +7.6% | +12.9% | -5.4% | +5.3% |
| 3Y | +56.2% | +126.4% | -70.2% | +37.2% |
| All | +100.5% | +61.2% | +39.4% | +77.2% |
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