-16.4%
GFS vs FHN
+63.0%
-79.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.6% | +6.3% |
| 7D | -7.8% | -1.0% | -6.8% | -7.5% |
| 30D | -19.7% | +0.2% | -19.9% | -19.7% |
| 3M | -23.1% | -9.0% | -14.1% | -20.4% |
| 6M | -46.4% | -6.8% | -39.5% | -45.1% |
| YTD | +11.0% | -1.5% | +12.5% | +11.3% |
| 1Y | +12.6% | +10.9% | +1.7% | +8.2% |
| 3Y | -24.9% | +119.4% | -144.3% | -40.3% |
| 5Y | -39.1% | +57.5% | -96.6% | -47.0% |
| All | -16.4% | +63.0% | -79.4% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling