+37.5%
GFS vs FHN
+15.1%
+22.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +1.0% | +1.2% | -0.2% | +0.5% |
| 30D | -8.6% | -4.7% | -3.9% | -6.6% |
| 3M | -46.5% | +3.5% | -50.1% | -47.5% |
| 6M | -4.8% | +7.8% | -12.6% | -8.7% |
| YTD | +29.7% | +5.9% | +23.8% | +23.3% |
| All | +37.5% | +15.1% | +22.4% | +26.1% |
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