+1,705.8%
GSK vs FHN
+1,824.4%
-118.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -1.8% | +1.2% | -3.0% | -2.0% |
| 30D | -2.2% | -4.7% | +2.5% | -1.5% |
| 3M | -1.8% | +3.5% | -5.4% | -2.5% |
| 6M | -10.6% | +7.8% | -18.4% | -11.8% |
| YTD | +4.4% | +5.9% | -1.5% | +3.2% |
| 1Y | +30.4% | +12.5% | +17.9% | +27.4% |
| 3Y | +60.1% | +117.2% | -57.1% | +37.2% |
| 5Y | +46.8% | +86.5% | -39.8% | +24.1% |
| 10Y | +79.2% | +125.7% | -46.5% | +36.5% |
| All | +1,705.8% | +1,824.4% | -118.6% | +493.7% |
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