+25.3%
GPN vs FHN
+128.3%
-103.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -4.6% | -1.2% | -3.4% | -4.1% |
| 30D | -0.3% | -4.8% | +4.5% | +1.5% |
| 3M | +35.4% | -0.7% | +36.2% | +35.7% |
| 6M | +21.7% | +10.6% | +11.0% | +17.1% |
| YTD | +14.9% | +4.6% | +10.3% | +12.7% |
| 1Y | +3.2% | +11.4% | -8.2% | -1.4% |
| 3Y | -27.1% | +132.3% | -159.4% | -46.5% |
| 5Y | -44.4% | +90.2% | -134.5% | -59.6% |
| All | +25.3% | +128.3% | -103.0% | -26.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling