+456.3%
GME vs FHN
+80.9%
+375.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +6.0% | +1.3% | +4.7% | +5.5% |
| 30D | -5.9% | +2.8% | -8.7% | -6.8% |
| 3M | +38.2% | -8.9% | +47.1% | +42.6% |
| 6M | +14.5% | -0.7% | +15.2% | +14.2% |
| YTD | +27.6% | +0.1% | +27.5% | +26.5% |
| 1Y | +19.9% | +10.4% | +9.5% | +14.5% |
| 3Y | +104.3% | +128.8% | -24.5% | +45.4% |
| 5Y | -49.3% | +61.5% | -110.8% | -61.3% |
| All | +456.3% | +80.9% | +375.4% | +271.4% |
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 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