+46.4%
GH vs TCOM
+40.6%
+5.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.3% |
| 7D | +0.6% | -1.8% | +2.3% | +1.1% |
| 30D | -6.9% | +12.1% | -19.0% | -10.4% |
| 3M | -4.9% | -3.2% | -1.7% | -4.4% |
| 6M | +54.1% | -16.6% | +70.7% | +60.9% |
| YTD | +48.5% | -39.4% | +87.9% | +70.0% |
| 1Y | +61.2% | -41.5% | +102.7% | +86.4% |
| 3Y | +570.3% | +24.4% | +546.0% | +441.9% |
| All | +46.4% | +40.6% | +5.8% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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