-19.4%
GFS vs THC
+238.5%
-257.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | +1.0% | -0.7% | +1.7% | +1.1% |
| 30D | -8.6% | +1.3% | -9.9% | -8.8% |
| 3M | -46.5% | +64.2% | -110.8% | -51.8% |
| 6M | -4.8% | +8.3% | -13.1% | -5.3% |
| YTD | +29.7% | +33.4% | -3.7% | +21.8% |
| 1Y | +35.8% | +37.7% | -1.8% | +26.1% |
| All | -19.4% | +238.5% | -257.8% | -44.5% |
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