-34.7%
GFS vs THC
+274.4%
-309.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.1% | +7.3% | +6.5% |
| 7D | -7.8% | +3.7% | -11.5% | -8.8% |
| 30D | -19.7% | +9.0% | -28.7% | -21.5% |
| 3M | -23.1% | +10.4% | -33.5% | -25.1% |
| 6M | -46.4% | +45.7% | -92.0% | -52.2% |
| YTD | +11.0% | +42.6% | -31.5% | -0.8% |
| 1Y | +12.6% | +38.8% | -26.1% | +1.1% |
| 3Y | -24.9% | +418.8% | -443.8% | -57.1% |
| All | -34.7% | +274.4% | -309.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling