-20.8%
GIS vs FHN
+129.4%
-150.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -3.1% |
| 7D | -8.4% | -0.8% | -7.6% | -8.4% |
| 30D | -5.2% | -2.6% | -2.6% | -5.1% |
| 3M | +8.2% | +0.8% | +7.3% | +8.1% |
| 6M | -12.0% | +9.2% | -21.2% | -12.3% |
| YTD | -18.9% | +5.1% | -24.0% | -19.1% |
| 1Y | -23.6% | +12.2% | -35.8% | -24.0% |
| 3Y | -37.6% | +132.4% | -170.0% | -40.1% |
| 5Y | -25.2% | +91.1% | -116.3% | -28.3% |
| All | -20.8% | +129.4% | -150.3% | -24.8% |
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