+1,733.0%
GSK vs FHN
+1,718.9%
+14.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +0.5% | +1.3% | -0.8% | +0.3% |
| 30D | +9.4% | +2.8% | +6.6% | +9.0% |
| 3M | +1.6% | -8.9% | +10.5% | +3.1% |
| 6M | +1.3% | -0.7% | +2.0% | +1.3% |
| YTD | +6.0% | +0.1% | +5.9% | +5.7% |
| 1Y | +9.1% | +10.4% | -1.3% | +7.1% |
| 3Y | +65.4% | +128.8% | -63.4% | +40.7% |
| 5Y | +43.0% | +61.5% | -18.5% | +24.0% |
| 10Y | +103.1% | +83.0% | +20.0% | +60.7% |
| All | +1,733.0% | +1,718.9% | +14.1% | +508.0% |
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