+188.5%
GD vs THC
+1,421.6%
-1,233.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | -5.0% | +3.7% | -8.7% | -5.5% |
| 30D | +8.9% | +9.0% | -0.1% | +7.6% |
| 3M | -8.0% | +10.4% | -18.4% | -9.4% |
| 6M | +2.9% | +45.7% | -42.8% | -2.6% |
| YTD | +7.1% | +42.6% | -35.5% | +1.1% |
| 1Y | +5.9% | +38.8% | -32.8% | +0.2% |
| 3Y | +53.9% | +418.8% | -365.0% | +19.5% |
| 5Y | +95.4% | +275.7% | -180.3% | +53.8% |
| All | +188.5% | +1,421.6% | -1,233.1% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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