+2,148.2%
GNRC vs FHN
+181.6%
+1,966.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +2.0% |
| 7D | +4.8% | +2.7% | +2.2% | +3.7% |
| 30D | -10.4% | -3.1% | -7.3% | -9.2% |
| 3M | -28.5% | +2.3% | -30.8% | -29.2% |
| 6M | -6.8% | +9.7% | -16.5% | -10.3% |
| YTD | +39.5% | +4.7% | +34.7% | +36.5% |
| 1Y | +3.4% | +13.8% | -10.4% | -2.6% |
| 3Y | +65.1% | +131.6% | -66.4% | +14.9% |
| 5Y | -57.1% | +91.1% | -148.2% | -70.5% |
| 10Y | +432.5% | +126.6% | +305.9% | +197.5% |
| All | +2,148.2% | +181.6% | +1,966.5% | +927.6% |
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