+96.7%
GD vs THC
+287.8%
-191.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.4% | -2.1% |
| 7D | -3.9% | +5.9% | -9.8% | -4.5% |
| 30D | +8.1% | +10.8% | -2.8% | +6.8% |
| 3M | -6.8% | +9.4% | -16.2% | -7.8% |
| 6M | +3.0% | +53.3% | -50.3% | -2.1% |
| YTD | +7.8% | +44.2% | -36.4% | +2.7% |
| 1Y | +5.8% | +37.3% | -31.5% | +1.2% |
| 3Y | +55.3% | +421.6% | -366.3% | +25.5% |
| 5Y | +96.7% | +279.8% | -183.1% | +62.7% |
| All | +96.7% | +287.8% | -191.1% | +62.7% |
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