+248.5%
GLDM vs FHN
+81.3%
+167.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 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 | -13.7% | +7.8% | -21.5% | -13.5% |
| YTD | +2.8% | +5.9% | -3.1% | +2.9% |
| 1Y | +24.8% | +12.5% | +12.4% | +25.2% |
| 3Y | +127.8% | +117.2% | +10.6% | +132.1% |
| 5Y | +141.1% | +86.5% | +54.6% | +145.6% |
| All | +248.5% | +81.3% | +167.2% | +254.8% |
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