-43.8%
GPN vs FHN
+88.4%
-132.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -4.6% | -1.2% | -3.4% | -4.2% |
| 30D | -0.3% | -4.8% | +4.5% | +1.3% |
| 3M | +35.4% | -0.7% | +36.2% | +35.6% |
| 6M | +21.7% | +10.6% | +11.0% | +17.6% |
| YTD | +14.9% | +4.6% | +10.3% | +12.9% |
| 1Y | +3.2% | +11.4% | -8.2% | -0.8% |
| 3Y | -27.1% | +132.3% | -159.4% | -41.8% |
| All | -43.8% | +88.4% | -132.2% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling