+1,710.5%
GS vs FHN
+18.6%
+1,691.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.6% | -3.8% | -5.1% |
| 7D | -6.3% | -2.3% | -4.1% | -5.2% |
| 30D | -3.1% | -0.9% | -2.2% | -2.7% |
| 3M | -17.7% | -11.0% | -6.6% | -12.8% |
| 6M | -4.6% | -5.4% | +0.9% | -2.1% |
| YTD | +0.3% | -1.2% | +1.5% | +0.8% |
| 1Y | +11.7% | +10.5% | +1.2% | +6.2% |
| 3Y | +183.6% | +115.1% | +68.5% | +92.7% |
| 5Y | +141.0% | +58.1% | +82.9% | +69.6% |
| 10Y | +507.4% | +114.9% | +392.6% | +237.7% |
| All | +1,710.5% | +18.6% | +1,691.9% | +1,023.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling