+93.8%
GD vs THC
+274.4%
-180.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | -5.0% | +3.7% | -8.7% | -5.4% |
| 30D | +8.9% | +9.0% | -0.1% | +7.8% |
| 3M | -8.0% | +10.4% | -18.4% | -9.1% |
| 6M | +2.9% | +45.7% | -42.8% | -1.7% |
| YTD | +7.1% | +42.6% | -35.5% | +2.1% |
| 1Y | +5.9% | +38.8% | -32.8% | +1.2% |
| 3Y | +53.9% | +418.8% | -365.0% | +24.4% |
| All | +93.8% | +274.4% | -180.5% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling