-62.1%
GME vs FHN
+90.8%
-152.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | +0.4% | +2.7% | -2.2% | -0.4% |
| 30D | -1.4% | -3.1% | +1.7% | -0.5% |
| 3M | -15.1% | +2.3% | -17.5% | -15.9% |
| 6M | -22.5% | +9.7% | -32.2% | -24.9% |
| YTD | -5.9% | +4.7% | -10.7% | -7.8% |
| 1Y | -18.6% | +13.8% | -32.4% | -22.7% |
| 3Y | +6.7% | +131.6% | -124.9% | -19.6% |
| All | -62.1% | +90.8% | -152.8% | -71.9% |
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 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