+438.8%
GS vs FHN
+81.8%
+357.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +5.9% | +2.1% | +3.7% | +4.8% |
| 30D | +4.3% | +3.8% | +0.5% | +2.6% |
| 3M | -11.7% | -8.9% | -2.7% | -7.6% |
| 6M | -3.2% | +1.8% | -5.0% | -4.1% |
| YTD | +5.8% | +0.6% | +5.2% | +5.4% |
| 1Y | +16.0% | +12.9% | +3.1% | +9.3% |
| 3Y | +199.8% | +126.4% | +73.4% | +103.3% |
| 5Y | +155.5% | +62.3% | +93.2% | +79.8% |
| All | +438.8% | +81.8% | +357.0% | +214.9% |
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 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