+20,253.5%
GD vs FHN
+1,744.5%
+18,509.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.2% | -2.9% |
| 7D | +3.0% | +2.3% | +0.7% | +2.4% |
| 30D | +10.5% | +1.6% | +8.9% | +10.1% |
| 3M | -5.0% | -8.4% | +3.4% | -3.2% |
| 6M | +5.5% | -2.3% | +7.8% | +5.9% |
| YTD | +10.3% | +1.5% | +8.9% | +9.6% |
| 1Y | +8.2% | +15.0% | -6.9% | +4.5% |
| 3Y | +59.0% | +120.9% | -61.9% | +30.5% |
| 5Y | +104.3% | +64.0% | +40.2% | +71.2% |
| 10Y | +202.4% | +120.6% | +81.8% | +125.1% |
| All | +20,253.5% | +1,744.5% | +18,509.1% | +9,765.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling