+637.6%
GRMN vs FHN
+129.4%
+508.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -1.8% | -0.8% | -1.0% | -1.6% |
| 30D | -12.1% | -2.6% | -9.5% | -11.5% |
| 3M | +18.0% | +0.8% | +17.1% | +17.6% |
| 6M | +13.7% | +9.2% | +4.5% | +11.1% |
| YTD | +35.3% | +5.1% | +30.2% | +33.3% |
| 1Y | +17.2% | +12.2% | +5.0% | +13.4% |
| 3Y | +179.6% | +132.4% | +47.2% | +127.9% |
| 5Y | +75.6% | +91.1% | -15.5% | +40.6% |
| All | +637.6% | +129.4% | +508.2% | +411.3% |
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 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