+212.2%
GLD vs FHN
+106.3%
+106.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.9% |
| 7D | +4.9% | -0.5% | +5.4% | +4.9% |
| 30D | -1.3% | +1.9% | -3.3% | -1.3% |
| 3M | -4.8% | -6.9% | +2.2% | -4.9% |
| 6M | -12.5% | -3.1% | -9.4% | -12.6% |
| YTD | -4.2% | +0.6% | -4.8% | -4.2% |
| 1Y | +3.0% | +12.4% | -9.3% | +3.4% |
| 3Y | +109.1% | +133.7% | -24.6% | +114.8% |
| 5Y | +121.6% | +61.4% | +60.2% | +126.3% |
| 10Y | +212.2% | +97.9% | +114.4% | +232.6% |
| All | +212.2% | +106.3% | +106.0% | +232.6% |
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