+20.9%
GNRC vs FHN
+14.6%
+6.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +1.7% | -11.2% | -10.5% |
| 7D | -6.0% | +2.3% | -8.3% | -7.3% |
| 30D | -12.0% | +1.6% | -13.7% | -13.0% |
| 3M | -13.4% | -8.4% | -5.0% | -8.8% |
| 6M | -26.4% | -2.3% | -24.1% | -25.7% |
| YTD | +38.8% | +1.5% | +37.3% | +29.7% |
| 1Y | +20.9% | +15.0% | +5.9% | -4.8% |
| All | +20.9% | +14.6% | +6.3% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling