+186.8%
GS vs FHN
+114.8%
+72.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.6% | -3.8% | -4.7% |
| 7D | -6.3% | -2.3% | -4.1% | -4.9% |
| 30D | -3.1% | -0.9% | -2.2% | -2.5% |
| 3M | -17.7% | -11.0% | -6.6% | -11.5% |
| 6M | -4.6% | -5.4% | +0.9% | -1.6% |
| YTD | +0.3% | -1.2% | +1.5% | +0.6% |
| 1Y | +11.7% | +10.5% | +1.2% | +4.7% |
| All | +186.8% | +114.8% | +72.1% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling