+10.3%
GLXY vs FHN
+25.6%
-15.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.4% | -6.7% | -6.8% |
| 7D | +4.5% | 0.0% | +4.5% | +4.6% |
| 30D | +28.8% | -2.6% | +31.4% | +30.7% |
| 3M | -23.0% | 0.0% | -23.1% | -24.6% |
| 6M | +17.0% | +9.2% | +7.8% | +6.4% |
| YTD | +12.5% | +4.3% | +8.1% | +5.3% |
| 1Y | -5.4% | +10.8% | -16.1% | -17.3% |
| All | +10.3% | +25.6% | -15.3% | -17.0% |
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