+185.7%
GS vs FHN
+86.2%
+99.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +0.9% | +1.2% | -0.2% | +0.5% |
| 30D | -1.6% | -4.7% | +3.1% | +0.1% |
| 3M | -4.5% | +3.5% | -8.0% | -5.9% |
| 6M | +20.9% | +7.8% | +13.1% | +17.5% |
| YTD | +19.9% | +5.9% | +14.0% | +17.4% |
| 1Y | +41.4% | +12.5% | +28.9% | +35.1% |
| 3Y | +239.2% | +117.2% | +122.0% | +172.7% |
| All | +185.7% | +86.2% | +99.5% | +117.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling