+699.7%
GLD vs FHN
+3.1%
+696.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.8% |
| 7D | -5.5% | +1.3% | -6.7% | -5.5% |
| 30D | -7.0% | +2.8% | -9.8% | -6.9% |
| 3M | -12.4% | -8.9% | -3.4% | -12.6% |
| 6M | -18.0% | -0.7% | -17.3% | -18.0% |
| YTD | -10.5% | +0.1% | -10.5% | -10.4% |
| 1Y | -8.1% | +10.4% | -18.5% | -7.7% |
| 3Y | +97.7% | +128.8% | -31.1% | +103.4% |
| 5Y | +103.4% | +61.5% | +42.0% | +108.4% |
| 10Y | +203.1% | +83.0% | +120.0% | +215.4% |
| All | +699.7% | +3.1% | +696.6% | +827.3% |
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 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