-21.8%
GIS vs THC
+40.1%
-61.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -1.9% |
| 7D | -8.6% | +4.1% | -12.7% | -8.9% |
| 30D | -0.5% | +3.5% | -4.0% | -0.7% |
| 3M | +11.9% | +61.7% | -49.8% | +8.6% |
| 6M | -11.6% | +11.8% | -23.4% | -13.7% |
| YTD | -16.3% | +35.4% | -51.7% | -18.2% |
| 1Y | -21.8% | +37.0% | -58.8% | -23.6% |
| All | -21.8% | +40.1% | -61.8% | -23.6% |
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