+111.0%
GME vs FHN
+130.0%
-19.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +42.5% |
| 6M | +14.5% | -0.7% | +15.2% | +14.1% |
| YTD | +27.6% | +0.1% | +27.5% | +26.4% |
| 1Y | +19.9% | +10.4% | +9.5% | +14.2% |
| All | +111.0% | +130.0% | -19.0% | +11.3% |
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