-29.3%
GFS vs THC
+418.9%
-448.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.0% | -7.9% | -9.6% |
| 7D | -20.7% | +5.9% | -26.6% | -21.4% |
| 30D | -25.2% | +10.8% | -36.1% | -26.4% |
| 3M | -26.3% | +9.4% | -35.7% | -27.3% |
| 6M | -50.7% | +53.3% | -104.0% | -54.7% |
| YTD | +4.5% | +44.2% | -39.6% | -2.8% |
| 1Y | +2.5% | +37.3% | -34.9% | -4.0% |
| All | -29.3% | +418.9% | -448.3% | -58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling