+190.4%
GD vs THC
+1,438.5%
-1,248.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.4% | -2.1% |
| 7D | -3.9% | +5.9% | -9.8% | -4.7% |
| 30D | +8.1% | +10.8% | -2.8% | +6.5% |
| 3M | -6.8% | +9.4% | -16.2% | -8.0% |
| 6M | +3.0% | +53.3% | -50.3% | -3.2% |
| YTD | +7.8% | +44.2% | -36.4% | +1.6% |
| 1Y | +5.8% | +37.3% | -31.5% | +0.3% |
| 3Y | +55.3% | +421.6% | -366.3% | +20.5% |
| 5Y | +96.7% | +279.8% | -183.1% | +54.5% |
| All | +190.4% | +1,438.5% | -1,248.1% | +84.3% |
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