-7.3%
GFS vs THC
+313.4%
-320.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.3% |
| 7D | +6.2% | +0.2% | +6.0% | +6.2% |
| 30D | -11.4% | +9.0% | -20.4% | -13.3% |
| 3M | -15.5% | +12.9% | -28.4% | -18.1% |
| 6M | -42.6% | +52.8% | -95.5% | -49.4% |
| YTD | +23.2% | +47.4% | -24.2% | +9.3% |
| 1Y | +23.6% | +47.7% | -24.1% | +9.3% |
| 3Y | -17.2% | +444.7% | -461.9% | -53.2% |
| 5Y | -23.4% | +269.3% | -292.7% | -50.2% |
| All | -7.3% | +313.4% | -320.7% | -40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling