+218.2%
GLD vs FHN
+125.8%
+92.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +0.2% | -2.6% | +2.8% | +0.1% |
| 3M | +3.2% | 0.0% | +3.2% | +3.2% |
| 6M | -14.6% | +9.2% | -23.9% | -14.4% |
| YTD | +1.8% | +4.3% | -2.6% | +1.9% |
| 1Y | +20.7% | +10.8% | +10.0% | +21.2% |
| 3Y | +126.5% | +130.7% | -4.2% | +132.7% |
| 5Y | +140.0% | +87.4% | +52.7% | +146.4% |
| 10Y | +218.2% | +126.9% | +91.4% | +229.3% |
| All | +218.2% | +125.8% | +92.4% | +229.3% |
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