+22.1%
GFI vs FHN
+11.5%
+10.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -4.9% | -1.2% | -3.6% | -4.7% |
| 30D | +10.7% | -4.8% | +15.5% | +11.3% |
| 3M | +25.6% | -0.7% | +26.4% | +25.3% |
| 6M | -8.3% | +10.6% | -18.9% | -9.5% |
| YTD | +6.3% | +4.6% | +1.7% | +4.7% |
| 1Y | +22.1% | +11.4% | +10.7% | +25.7% |
| All | +22.1% | +11.5% | +10.6% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling