-40.1%
GLXY vs FHN
+18.6%
-58.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.6% | +5.4% |
| 7D | -14.6% | -1.0% | -13.6% | -14.5% |
| 30D | -36.2% | +0.2% | -36.4% | -36.6% |
| 3M | -30.1% | -9.0% | -21.1% | -26.4% |
| 6M | -56.1% | -6.8% | -49.3% | -55.2% |
| YTD | -38.9% | -1.5% | -37.4% | -41.1% |
| 1Y | -55.0% | +10.9% | -66.0% | -60.8% |
| All | -40.1% | +18.6% | -58.7% | -53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling