-55.4%
GTLB vs FHN
+72.7%
-128.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.6% |
| 7D | -6.6% | 0.0% | -6.6% | -6.6% |
| 30D | +13.7% | -2.6% | +16.3% | +14.7% |
| 3M | +52.9% | 0.0% | +52.9% | +52.7% |
| 6M | +88.5% | +9.2% | +79.2% | +81.8% |
| YTD | +23.4% | +4.3% | +19.1% | +20.9% |
| 1Y | -3.8% | +10.8% | -14.6% | -8.1% |
| 3Y | -11.5% | +130.7% | -142.2% | -32.3% |
| All | -55.4% | +72.7% | -128.1% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling