-10.3%
GFS vs THC
+303.7%
-313.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +7.4% | +1.0% | +6.4% | +7.2% |
| 30D | -15.3% | +5.3% | -20.6% | -16.5% |
| 3M | -21.1% | +7.1% | -28.2% | -22.6% |
| 6M | -44.5% | +46.0% | -90.5% | -50.4% |
| YTD | +19.2% | +43.9% | -24.7% | +6.4% |
| 1Y | +27.2% | +45.4% | -18.2% | +12.9% |
| 3Y | -20.1% | +421.3% | -441.4% | -54.3% |
| 5Y | -25.6% | +261.5% | -287.1% | -51.4% |
| All | -10.3% | +303.7% | -313.9% | -42.0% |
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