-7.2%
GFI vs FHN
+10.8%
-18.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.1% |
| 7D | +4.7% | 0.0% | +4.7% | +4.7% |
| 30D | +14.4% | -2.6% | +17.0% | +15.2% |
| 3M | +32.5% | 0.0% | +32.5% | +28.1% |
| 6M | -7.2% | +9.2% | -16.4% | -21.6% |
| All | -7.2% | +10.8% | -18.0% | -21.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling