+6.7%
GME vs FHN
+134.1%
-127.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.0% |
| 7D | +0.4% | +2.7% | -2.2% | -0.5% |
| 30D | -1.4% | -3.1% | +1.7% | -0.4% |
| 3M | -15.1% | +2.3% | -17.5% | -16.1% |
| 6M | -22.5% | +9.7% | -32.2% | -25.4% |
| YTD | -5.9% | +4.7% | -10.7% | -8.2% |
| 1Y | -18.6% | +13.8% | -32.4% | -23.8% |
| 3Y | +6.7% | +131.6% | -124.9% | -30.9% |
| All | +6.7% | +134.1% | -127.5% | -30.9% |
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 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