+1,754.3%
GSK vs FHN
+1,730.5%
+23.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +5.2% | +0.9% | +4.3% | +5.1% |
| 30D | +10.2% | +2.1% | +8.1% | +9.8% |
| 3M | -0.9% | -6.0% | +5.1% | 0.0% |
| 6M | +3.5% | -2.9% | +6.4% | +3.8% |
| YTD | +7.2% | +0.7% | +6.5% | +6.9% |
| 1Y | +12.0% | +11.0% | +1.0% | +9.8% |
| 3Y | +67.3% | +130.3% | -62.9% | +42.2% |
| 5Y | +45.3% | +61.3% | -16.0% | +26.0% |
| 10Y | +101.8% | +89.6% | +12.2% | +58.7% |
| All | +1,754.3% | +1,730.5% | +23.8% | +514.4% |
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 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