+215.4%
GLD vs FHN
+90.9%
+124.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +2.8% | +0.9% | +1.9% | +2.8% |
| 30D | -4.0% | +2.1% | -6.0% | -3.9% |
| 3M | -8.2% | -6.0% | -2.3% | -8.4% |
| 6M | -14.8% | -2.9% | -11.9% | -14.9% |
| YTD | -6.8% | +0.7% | -7.5% | -6.8% |
| 1Y | -2.4% | +11.0% | -13.4% | -2.1% |
| 3Y | +105.8% | +130.3% | -24.5% | +111.1% |
| 5Y | +113.3% | +61.3% | +52.0% | +117.7% |
| All | +215.4% | +90.9% | +124.5% | +222.7% |
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 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