-42.6%
GFS vs THC
+287.8%
-330.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.0% | -7.9% | -9.4% |
| 7D | -20.7% | +5.9% | -26.6% | -21.9% |
| 30D | -25.2% | +10.8% | -36.1% | -27.2% |
| 3M | -26.3% | +9.4% | -35.7% | -28.1% |
| 6M | -50.7% | +53.3% | -104.0% | -56.7% |
| YTD | +4.5% | +44.2% | -39.6% | -6.8% |
| 1Y | +2.5% | +37.3% | -34.9% | -7.7% |
| 3Y | -30.9% | +421.6% | -452.5% | -60.6% |
| 5Y | -42.6% | +279.8% | -322.5% | -63.4% |
| All | -42.6% | +287.8% | -330.4% | -63.4% |
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 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