+15.5%
GLXY vs FHN
+27.5%
-12.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | +13.4% | +1.2% | +12.3% | +12.6% |
| 30D | +38.1% | -4.7% | +42.8% | +42.2% |
| 3M | -7.3% | +3.5% | -10.9% | -11.4% |
| 6M | +8.2% | +7.8% | +0.4% | -0.2% |
| YTD | +17.8% | +5.9% | +11.9% | +9.2% |
| 1Y | +14.9% | +12.5% | +2.5% | -0.8% |
| All | +15.5% | +27.5% | -12.0% | -13.9% |
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