+96.9%
GLD vs THC
+423.7%
-326.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | -4.6% | +1.0% | -5.5% | -4.6% |
| 30D | -5.5% | +5.3% | -10.8% | -5.7% |
| 3M | -10.9% | +7.1% | -18.0% | -11.2% |
| 6M | -17.4% | +46.0% | -63.5% | -18.8% |
| YTD | -10.3% | +43.9% | -54.2% | -12.0% |
| 1Y | -7.2% | +45.4% | -52.6% | -8.9% |
| 3Y | +96.9% | +421.3% | -324.4% | +86.9% |
| All | +96.9% | +423.7% | -326.8% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling