-9.9%
GTLB vs FHN
+134.1%
-144.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -4.9% |
| 7D | +4.6% | +2.7% | +1.9% | +3.5% |
| 30D | +21.0% | -3.1% | +24.1% | +22.5% |
| 3M | +51.7% | +2.3% | +49.4% | +49.8% |
| 6M | +89.3% | +9.7% | +79.5% | +79.5% |
| YTD | +25.6% | +4.7% | +20.9% | +21.8% |
| 1Y | -1.5% | +13.8% | -15.3% | -9.0% |
| 3Y | -9.9% | +131.6% | -141.5% | -40.7% |
| All | -9.9% | +134.1% | -144.1% | -40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling