+81.9%
GSK vs FHN
+125.8%
-43.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | -5.9% | -2.6% | -3.3% | -5.7% |
| 3M | -4.3% | 0.0% | -4.3% | -4.3% |
| 6M | -10.8% | +9.2% | -20.0% | -11.6% |
| YTD | +1.8% | +4.3% | -2.6% | +1.3% |
| 1Y | +23.5% | +10.8% | +12.7% | +22.0% |
| 3Y | +49.5% | +130.7% | -81.2% | +35.2% |
| 5Y | +49.7% | +87.4% | -37.7% | +34.4% |
| 10Y | +81.9% | +126.9% | -44.9% | +40.4% |
| All | +81.9% | +125.8% | -43.9% | +40.4% |
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