+669.9%
GWW vs FHN
+81.8%
+588.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +3.6% | +2.1% | +1.4% | +2.9% |
| 30D | +12.1% | +3.8% | +8.3% | +11.0% |
| 3M | +12.9% | -8.9% | +21.8% | +15.8% |
| 6M | +19.3% | +1.8% | +17.5% | +18.5% |
| YTD | +48.7% | +0.6% | +48.1% | +47.9% |
| 1Y | +60.5% | +12.9% | +47.6% | +54.6% |
| 3Y | +93.3% | +126.4% | -33.1% | +50.6% |
| 5Y | +219.0% | +62.3% | +156.7% | +154.9% |
| All | +669.9% | +81.8% | +588.0% | +451.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling