-7.3%
GFS vs FHN
+66.5%
-73.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | +6.2% | -0.9% | +7.1% | +6.7% |
| 30D | -11.4% | +2.0% | -13.4% | -12.0% |
| 3M | -15.5% | -6.8% | -8.6% | -13.2% |
| 6M | -42.6% | -0.8% | -41.9% | -42.5% |
| YTD | +23.2% | +0.6% | +22.6% | +22.6% |
| 1Y | +23.6% | +11.5% | +12.1% | +18.5% |
| 3Y | -17.2% | +130.0% | -147.2% | -35.0% |
| 5Y | -23.4% | +60.8% | -84.2% | -33.8% |
| All | -7.3% | +66.5% | -73.8% | -20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling