+97.2%
GD vs THC
+250.3%
-153.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.8% |
| 7D | -5.3% | -0.7% | -4.6% | -5.2% |
| 30D | -6.4% | +1.3% | -7.7% | -6.6% |
| 3M | +5.7% | +64.2% | -58.5% | -0.1% |
| 6M | -0.9% | +8.3% | -9.2% | -2.4% |
| YTD | +8.2% | +33.4% | -25.2% | +4.0% |
| 1Y | +13.4% | +37.7% | -24.2% | +8.5% |
| 3Y | +68.5% | +236.8% | -168.3% | +43.5% |
| All | +97.2% | +250.3% | -153.1% | +66.1% |
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