-16.4%
GIS vs THC
+1,758.3%
-1,774.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | +1.5% | +8.8% | -7.3% | +1.3% |
| 30D | +9.2% | +10.0% | -0.9% | +8.9% |
| 3M | -5.4% | +11.7% | -17.0% | -5.7% |
| 6M | +3.4% | +52.5% | -49.0% | +2.3% |
| YTD | -20.5% | +46.1% | -66.5% | -21.3% |
| 1Y | -20.0% | +49.1% | -69.1% | -20.9% |
| 3Y | -38.6% | +439.6% | -478.2% | -41.0% |
| 5Y | -33.1% | +263.2% | -296.3% | -35.6% |
| 10Y | -16.4% | +1,900.5% | -1,916.9% | -19.8% |
| All | -16.4% | +1,758.3% | -1,774.7% | -19.8% |
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