-54.1%
GTLB vs FHN
+66.5%
-120.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.8% |
| 7D | -0.7% | +2.1% | -2.9% | -1.5% |
| 30D | -10.2% | +3.8% | -14.0% | -11.3% |
| 3M | +10.1% | -8.9% | +19.0% | +13.5% |
| 6M | +116.5% | +1.8% | +114.6% | +114.6% |
| YTD | +27.2% | +0.6% | +26.6% | +26.0% |
| 1Y | +8.6% | +12.9% | -4.4% | +3.1% |
| 3Y | +5.6% | +126.4% | -120.8% | -18.5% |
| 5Y | -61.8% | +62.3% | -124.1% | -67.1% |
| All | -54.1% | +66.5% | -120.5% | -60.2% |
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