+510.2%
GFI vs FHN
+89.3%
+420.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -2.9% |
| 7D | -5.1% | -0.8% | -4.3% | -5.2% |
| 30D | +13.4% | -2.6% | +16.1% | +13.4% |
| 3M | +36.2% | +0.8% | +35.4% | +36.3% |
| 6M | -9.8% | +9.2% | -19.0% | -9.6% |
| YTD | +7.7% | +5.1% | +2.6% | +7.7% |
| 1Y | +27.2% | +12.2% | +15.0% | +27.8% |
| 3Y | +300.3% | +132.4% | +167.9% | +312.1% |
| All | +510.2% | +89.3% | +420.8% | +521.5% |
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 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