-49.3%
GME vs FHN
+60.0%
-109.3%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +6.0% | +1.3% | +4.7% | +5.6% |
| 30D | -5.9% | +2.8% | -8.7% | -6.6% |
| 3M | +38.2% | -8.9% | +47.1% | +41.8% |
| 6M | +14.5% | -0.7% | +15.2% | +14.3% |
| YTD | +27.6% | +0.1% | +27.5% | +26.7% |
| 1Y | +19.9% | +10.4% | +9.5% | +15.4% |
| 3Y | +104.3% | +128.8% | -24.5% | +56.3% |
| 5Y | -49.3% | +61.5% | -110.8% | -57.0% |
| All | -49.3% | +60.0% | -109.3% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling