-12.1%
GFS vs FHN
+66.7%
-78.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | -5.3% | +0.9% | -6.2% | -5.5% |
| 30D | -15.8% | +2.1% | -17.9% | -16.4% |
| 3M | -18.6% | -6.0% | -12.7% | -16.8% |
| 6M | -45.0% | -2.9% | -42.0% | -44.5% |
| YTD | +16.8% | +0.7% | +16.1% | +16.1% |
| 1Y | +17.8% | +11.0% | +6.8% | +13.1% |
| 3Y | -21.5% | +130.3% | -151.8% | -38.4% |
| 5Y | -29.3% | +61.3% | -90.6% | -39.0% |
| All | -12.1% | +66.7% | -78.8% | -24.5% |
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 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