-26.9%
GPN vs FHN
+130.7%
-157.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.0% | +1.4% |
| 7D | -3.5% | -0.8% | -2.7% | -3.1% |
| 30D | +3.1% | -2.6% | +5.8% | +4.5% |
| 3M | +42.3% | +0.8% | +41.4% | +41.4% |
| 6M | +20.9% | +9.2% | +11.6% | +15.1% |
| YTD | +15.2% | +5.1% | +10.1% | +11.5% |
| 1Y | +5.4% | +12.2% | -6.8% | -1.9% |
| All | -26.9% | +130.7% | -157.6% | -51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling