-32.2%
GIS vs THC
+262.3%
-294.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -1.9% |
| 7D | +0.4% | +7.5% | -7.1% | 0.0% |
| 30D | +10.1% | +9.6% | +0.5% | +9.5% |
| 3M | -3.7% | +10.3% | -13.9% | -4.2% |
| 6M | +4.3% | +51.8% | -47.5% | +2.0% |
| YTD | -19.8% | +45.4% | -65.2% | -21.5% |
| 1Y | -20.5% | +40.8% | -61.3% | -22.0% |
| 3Y | -38.3% | +448.8% | -487.1% | -43.7% |
| 5Y | -32.2% | +263.4% | -295.6% | -36.0% |
| All | -32.2% | +262.3% | -294.5% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling