-32.0%
GFS vs THC
+262.3%
-294.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.0% | +2.9% | +4.4% |
| 7D | -3.1% | +7.5% | -10.6% | -4.9% |
| 30D | -16.0% | +9.6% | -25.6% | -18.0% |
| 3M | -24.7% | +10.3% | -34.9% | -26.6% |
| 6M | -45.1% | +51.8% | -96.9% | -51.6% |
| YTD | +16.5% | +45.4% | -29.0% | +3.6% |
| 1Y | +19.3% | +40.8% | -21.5% | +6.8% |
| 3Y | -20.0% | +448.8% | -468.8% | -55.1% |
| 5Y | -32.0% | +263.4% | -295.4% | -56.4% |
| All | -32.0% | +262.3% | -294.3% | -56.4% |
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