+2,520.1%
GPN vs FHN
+84.1%
+2,436.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.1% |
| 7D | -0.7% | +2.7% | -3.4% | -1.4% |
| 30D | +3.8% | -3.1% | +6.9% | +4.7% |
| 3M | +39.2% | +2.3% | +36.8% | +38.2% |
| 6M | +17.9% | +9.7% | +8.1% | +14.9% |
| YTD | +16.4% | +4.7% | +11.6% | +14.8% |
| 1Y | +3.6% | +13.8% | -10.1% | -0.2% |
| 3Y | -26.7% | +131.6% | -158.2% | -41.5% |
| 5Y | -44.8% | +91.1% | -135.9% | -55.8% |
| 10Y | +24.1% | +126.6% | -102.5% | -10.6% |
| All | +2,520.1% | +84.1% | +2,436.0% | +1,956.9% |
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