+93.8%
GD vs FHN
+56.9%
+36.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -5.0% | -1.0% | -4.0% | -4.8% |
| 30D | +8.9% | +0.2% | +8.7% | +8.9% |
| 3M | -8.0% | -9.0% | +0.9% | -6.7% |
| 6M | +2.9% | -6.8% | +9.7% | +4.0% |
| YTD | +7.1% | -1.5% | +8.6% | +7.1% |
| 1Y | +5.9% | +10.9% | -5.0% | +4.0% |
| 3Y | +53.9% | +119.4% | -65.5% | +35.9% |
| All | +93.8% | +56.9% | +36.9% | +72.3% |
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