+816.6%
GLD vs FHN
+9.1%
+807.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -0.5% | +1.2% | -1.7% | -0.5% |
| 30D | +4.4% | -4.7% | +9.1% | +4.3% |
| 3M | -1.1% | +3.5% | -4.6% | -1.0% |
| 6M | -13.8% | +7.8% | -21.6% | -13.6% |
| YTD | +2.6% | +5.9% | -3.2% | +2.8% |
| 1Y | +24.5% | +12.5% | +12.0% | +25.1% |
| 3Y | +125.8% | +117.2% | +8.6% | +132.0% |
| 5Y | +137.8% | +86.5% | +51.3% | +144.7% |
| 10Y | +221.4% | +125.7% | +95.6% | +236.7% |
| All | +816.6% | +9.1% | +807.5% | +964.5% |
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