+3.0%
GD vs THC
+55.1%
-52.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +6.7% |
| 3M | -6.8% | +9.4% | -16.2% | -7.8% |
| 6M | +3.0% | +53.3% | -50.3% | -5.6% |
| All | +3.0% | +55.1% | -52.1% | -5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling