+222.5%
GWW vs FHN
+61.2%
+161.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +3.6% | +2.1% | +1.4% | +3.1% |
| 30D | +12.1% | +3.8% | +8.3% | +11.4% |
| 3M | +12.9% | -8.9% | +21.8% | +14.9% |
| 6M | +19.3% | +1.8% | +17.5% | +18.8% |
| YTD | +48.7% | +0.6% | +48.1% | +48.2% |
| 1Y | +60.5% | +12.9% | +47.6% | +56.7% |
| 3Y | +93.3% | +126.4% | -33.1% | +70.2% |
| All | +222.5% | +61.2% | +161.4% | +185.1% |
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 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