+486.7%
GS vs FHN
+109.0%
+377.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.2% |
| 7D | -3.2% | -1.0% | -2.2% | -2.7% |
| 30D | -2.4% | +0.2% | -2.6% | -2.5% |
| 3M | -15.7% | -9.0% | -6.8% | -11.8% |
| 6M | -6.8% | -6.8% | +0.1% | -3.8% |
| YTD | -0.1% | -1.5% | +1.5% | +0.6% |
| 1Y | +12.1% | +10.9% | +1.2% | +6.5% |
| 3Y | +185.8% | +119.4% | +66.4% | +96.2% |
| 5Y | +140.1% | +57.5% | +82.6% | +71.1% |
| All | +486.7% | +109.0% | +377.7% | +206.5% |
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