+102.9%
GSK vs FHN
+90.7%
+12.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -1.1% | -0.9% | -0.2% | -1.0% |
| 30D | +7.8% | +2.0% | +5.8% | +7.6% |
| 3M | +0.3% | -6.8% | +7.1% | +0.9% |
| 6M | +3.4% | -0.8% | +4.2% | +3.4% |
| YTD | +5.9% | +0.6% | +5.3% | +5.7% |
| 1Y | +8.2% | +11.5% | -3.3% | +7.0% |
| 3Y | +65.3% | +130.0% | -64.7% | +49.7% |
| 5Y | +43.3% | +60.8% | -17.5% | +31.5% |
| 10Y | +102.9% | +84.0% | +18.9% | +68.1% |
| All | +102.9% | +90.7% | +12.2% | +68.1% |
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 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