-19.2%
GIS vs THC
+1,818.8%
-1,838.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -2.0% |
| 7D | -8.1% | +0.1% | -8.2% | -8.1% |
| 30D | +5.3% | +7.5% | -2.2% | +5.1% |
| 3M | -10.5% | +7.5% | -18.1% | -10.7% |
| 6M | +1.8% | +46.4% | -44.6% | +0.8% |
| YTD | -22.9% | +44.4% | -67.3% | -23.7% |
| 1Y | -22.9% | +43.4% | -66.4% | -23.7% |
| 3Y | -40.5% | +433.3% | -473.8% | -42.8% |
| 5Y | -34.9% | +262.5% | -297.4% | -37.3% |
| All | -19.2% | +1,818.8% | -1,838.0% | -23.8% |
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