+1,032.6%
GME vs FHN
+47.7%
+984.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +7.2% | +1.2% | +6.0% | +6.8% |
| 30D | +0.8% | -4.7% | +5.5% | +2.2% |
| 3M | -14.0% | +3.5% | -17.5% | -15.1% |
| 6M | -19.7% | +7.8% | -27.5% | -21.9% |
| YTD | -4.6% | +5.9% | -10.5% | -6.8% |
| 1Y | -14.3% | +12.5% | -26.8% | -18.4% |
| 3Y | +4.0% | +117.2% | -113.2% | -20.5% |
| 5Y | -62.2% | +86.5% | -148.7% | -71.1% |
| 10Y | +241.4% | +125.7% | +115.6% | +125.6% |
| All | +1,032.6% | +47.7% | +984.9% | +558.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling