-36.9%
GLXY vs FHN
+21.1%
-58.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.5% | -5.8% | -5.6% |
| 7D | +5.3% | +2.1% | +3.1% | +4.1% |
| 30D | -19.8% | +3.8% | -23.6% | -21.9% |
| 3M | -31.4% | -8.9% | -22.4% | -27.6% |
| 6M | -53.3% | +1.8% | -55.1% | -55.6% |
| YTD | -35.7% | +0.6% | -36.3% | -38.7% |
| 1Y | -47.2% | +12.9% | -60.1% | -54.6% |
| All | -36.9% | +21.1% | -58.0% | -51.7% |
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