+17.7%
GFS vs THC
+46.1%
-28.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +9.6% | -15.5% | -5.7% |
| 7D | -12.5% | +8.8% | -21.4% | -12.2% |
| 30D | -16.9% | +12.6% | -29.6% | -16.7% |
| 3M | -22.3% | +15.4% | -37.6% | -22.0% |
| 6M | -40.2% | +57.7% | -97.9% | -41.3% |
| YTD | +16.0% | +47.1% | -31.1% | +14.9% |
| 1Y | +17.7% | +40.7% | -23.0% | +17.2% |
| All | +17.7% | +46.1% | -28.5% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling