+294.2%
GFI vs FHN
+130.7%
+163.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -2.9% |
| 7D | -5.1% | -0.8% | -4.3% | -5.1% |
| 30D | +13.4% | -2.6% | +16.1% | +13.5% |
| 3M | +36.2% | +0.8% | +35.4% | +36.1% |
| 6M | -9.8% | +9.2% | -19.0% | -10.2% |
| YTD | +7.7% | +5.1% | +2.6% | +7.2% |
| 1Y | +27.2% | +12.2% | +15.0% | +26.8% |
| All | +294.2% | +130.7% | +163.5% | +228.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling