-18.0%
GIS vs THC
+40.9%
-58.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.5% |
| 7D | -7.8% | -0.7% | -7.2% | -7.8% |
| 30D | +6.6% | +1.3% | +5.3% | +6.4% |
| 3M | +21.0% | +64.2% | -43.3% | +17.2% |
| 6M | -9.1% | +8.3% | -17.3% | -11.0% |
| YTD | -13.6% | +33.4% | -47.0% | -15.5% |
| 1Y | -18.0% | +37.7% | -55.7% | -20.6% |
| All | -18.0% | +40.9% | -58.9% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling