+1,833.6%
GS vs FHN
+21.8%
+1,811.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +2.7% |
| 7D | +0.3% | +2.3% | -2.0% | -0.8% |
| 30D | +3.9% | +1.6% | +2.2% | +3.0% |
| 3M | -11.4% | -8.4% | -3.1% | -7.6% |
| 6M | +3.7% | -2.3% | +6.0% | +4.6% |
| YTD | +7.1% | +1.5% | +5.6% | +6.2% |
| 1Y | +19.7% | +15.0% | +4.6% | +11.5% |
| 3Y | +202.8% | +120.9% | +82.0% | +103.0% |
| 5Y | +156.7% | +64.0% | +92.7% | +77.3% |
| 10Y | +548.7% | +120.6% | +428.1% | +255.8% |
| All | +1,833.6% | +21.8% | +1,811.8% | +1,083.3% |
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