+222.0%
GLDM vs FHN
+69.2%
+152.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.5% | +0.8% |
| 7D | +1.9% | -2.3% | +4.2% | +1.8% |
| 30D | -1.7% | -0.9% | -0.7% | -1.7% |
| 3M | -3.5% | -11.0% | +7.5% | -3.7% |
| 6M | -10.1% | -5.4% | -4.7% | -10.2% |
| YTD | -5.0% | -1.2% | -3.9% | -5.0% |
| 1Y | +2.8% | +10.5% | -7.7% | +3.1% |
| 3Y | +105.1% | +115.1% | -10.0% | +109.0% |
| 5Y | +124.3% | +58.1% | +66.2% | +127.7% |
| All | +222.0% | +69.2% | +152.8% | +227.4% |
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