+109.1%
GLD vs THC
+428.0%
-318.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.8% |
| 7D | +4.9% | +7.5% | -2.5% | +4.6% |
| 30D | -1.3% | +9.6% | -10.9% | -1.7% |
| 3M | -4.8% | +10.3% | -15.0% | -5.2% |
| 6M | -12.5% | +51.8% | -64.3% | -14.1% |
| YTD | -4.2% | +45.4% | -49.7% | -6.0% |
| 1Y | +3.0% | +40.8% | -37.8% | +1.1% |
| 3Y | +109.1% | +448.8% | -339.7% | +99.9% |
| All | +109.1% | +428.0% | -318.8% | +99.9% |
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