+20,253.5%
GD vs THC
+571.3%
+19,682.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.6% | -12.2% | -3.7% |
| 7D | +3.0% | +8.8% | -5.9% | +1.9% |
| 30D | +10.5% | +12.6% | -2.1% | +8.9% |
| 3M | -5.0% | +15.4% | -20.3% | -6.7% |
| 6M | +5.5% | +57.7% | -52.2% | -0.4% |
| YTD | +10.3% | +47.1% | -36.7% | +4.6% |
| 1Y | +8.2% | +40.7% | -32.5% | +2.9% |
| 3Y | +59.0% | +432.1% | -373.1% | +27.5% |
| 5Y | +104.3% | +301.9% | -197.6% | +64.8% |
| 10Y | +202.4% | +1,546.5% | -1,344.0% | +89.7% |
| All | +20,253.5% | +571.3% | +19,682.2% | +11,364.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling