-52.0%
GTLB vs FHN
+75.2%
-127.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | +11.1% | +1.2% | +9.9% | +10.7% |
| 30D | +37.8% | -4.7% | +42.5% | +39.9% |
| 3M | +61.6% | +3.5% | +58.0% | +59.5% |
| 6M | +98.9% | +7.8% | +91.1% | +92.7% |
| YTD | +32.8% | +5.9% | +26.9% | +29.4% |
| 1Y | +14.7% | +12.5% | +2.2% | +8.9% |
| 3Y | +1.3% | +117.2% | -115.9% | -21.4% |
| All | -52.0% | +75.2% | -127.3% | -59.1% |
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