+222.6%
GWW vs FHN
+90.1%
+132.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -1.4% | -2.6% | +1.1% | -1.0% |
| 3M | -3.6% | 0.0% | -3.7% | -3.7% |
| 6M | +15.1% | +9.2% | +5.9% | +13.1% |
| YTD | +27.5% | +4.3% | +23.1% | +26.2% |
| 1Y | +29.6% | +10.8% | +18.9% | +26.8% |
| 3Y | +90.1% | +130.7% | -40.7% | +66.5% |
| 5Y | +222.6% | +87.4% | +135.2% | +176.0% |
| All | +222.6% | +90.1% | +132.5% | +176.0% |
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