+5,240.8%
GRMN vs FHN
+109.4%
+5,131.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -2.9% | +1.2% | -4.0% | -3.2% |
| 30D | -8.4% | -4.7% | -3.7% | -7.3% |
| 3M | +15.0% | +3.5% | +11.5% | +13.9% |
| 6M | +11.2% | +7.8% | +3.4% | +8.9% |
| YTD | +37.7% | +5.9% | +31.8% | +35.4% |
| 1Y | +18.5% | +12.5% | +6.0% | +14.4% |
| 3Y | +175.8% | +117.2% | +58.6% | +123.2% |
| 5Y | +75.1% | +86.5% | -11.4% | +38.7% |
| 10Y | +637.0% | +125.7% | +511.3% | +411.5% |
| All | +5,240.8% | +109.4% | +5,131.5% | +3,171.2% |
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