+1,488.6%
GIS vs FHN
+1,824.4%
-335.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -7.8% | +1.2% | -9.0% | -8.0% |
| 30D | +6.6% | -4.7% | +11.3% | +7.0% |
| 3M | +21.0% | +3.5% | +17.4% | +20.5% |
| 6M | -9.1% | +7.8% | -16.9% | -9.8% |
| YTD | -13.6% | +5.9% | -19.5% | -14.2% |
| 1Y | -18.0% | +12.5% | -30.5% | -19.2% |
| 3Y | -33.7% | +117.2% | -150.9% | -39.5% |
| 5Y | -19.4% | +86.5% | -106.0% | -27.0% |
| 10Y | -21.3% | +125.7% | -147.0% | -33.3% |
| All | +1,488.6% | +1,824.4% | -335.9% | +588.4% |
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