+437.1%
GS vs FHN
+80.9%
+356.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +5.1% | +1.3% | +3.9% | +4.5% |
| 30D | +2.4% | +2.8% | -0.4% | +1.2% |
| 3M | -11.5% | -8.9% | -2.6% | -7.4% |
| 6M | -2.5% | -0.7% | -1.8% | -2.3% |
| YTD | +5.5% | +0.1% | +5.4% | +5.4% |
| 1Y | +11.0% | +10.4% | +0.6% | +5.8% |
| 3Y | +200.1% | +128.8% | +71.3% | +102.5% |
| 5Y | +154.7% | +61.5% | +93.2% | +79.7% |
| All | +437.1% | +80.9% | +356.2% | +214.7% |
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