+23.6%
GFS vs FHN
+10.5%
+13.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.6% |
| 7D | +6.2% | -0.9% | +7.1% | +6.8% |
| 30D | -11.4% | +2.0% | -13.4% | -12.1% |
| 3M | -15.5% | -6.8% | -8.6% | -12.6% |
| 6M | -42.6% | -0.8% | -41.9% | -42.6% |
| YTD | +23.2% | +0.6% | +22.6% | +17.7% |
| 1Y | +23.6% | +11.5% | +12.1% | +15.2% |
| All | +23.6% | +10.5% | +13.1% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling