+276.4%
GME vs FHN
+129.4%
+147.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.2% |
| 7D | +6.0% | -0.8% | +6.8% | +6.3% |
| 30D | +8.3% | -2.6% | +11.0% | +9.3% |
| 3M | -9.1% | +0.8% | -9.9% | -9.6% |
| 6M | -16.3% | +9.2% | -25.6% | -19.3% |
| YTD | +1.5% | +5.1% | -3.6% | -0.9% |
| 1Y | -16.3% | +12.2% | -28.5% | -20.9% |
| 3Y | +15.1% | +132.4% | -117.3% | -18.7% |
| 5Y | -57.2% | +91.1% | -148.3% | -69.5% |
| All | +276.4% | +129.4% | +147.0% | +106.4% |
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