-22.9%
GIS vs FHN
+90.1%
-112.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -8.6% | 0.0% | -8.6% | -8.6% |
| 30D | -0.5% | -2.6% | +2.1% | -0.4% |
| 3M | +11.9% | 0.0% | +11.9% | +11.9% |
| 6M | -11.6% | +9.2% | -20.8% | -11.6% |
| YTD | -16.3% | +4.3% | -20.7% | -16.4% |
| 1Y | -21.8% | +10.8% | -32.5% | -21.8% |
| 3Y | -35.7% | +130.7% | -166.4% | -36.4% |
| 5Y | -22.9% | +87.4% | -110.2% | -24.8% |
| All | -22.9% | +90.1% | -112.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling