-17.3%
GIS vs THC
+1,813.2%
-1,830.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.4% |
| 7D | -3.4% | +1.0% | -4.3% | -3.4% |
| 30D | +6.9% | +5.3% | +1.6% | +6.7% |
| 3M | -10.1% | +7.1% | -17.2% | -10.3% |
| 6M | +5.9% | +46.0% | -40.2% | +4.8% |
| YTD | -21.1% | +43.9% | -65.0% | -21.9% |
| 1Y | -22.5% | +45.4% | -67.9% | -23.3% |
| 3Y | -39.0% | +421.3% | -460.3% | -41.3% |
| 5Y | -33.3% | +261.5% | -294.8% | -35.8% |
| All | -17.3% | +1,813.2% | -1,830.5% | -22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling