+118.6%
GLD vs THC
+274.4%
-155.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | +4.7% | +3.7% | +1.0% | +4.6% |
| 30D | -0.9% | +9.0% | -9.9% | -1.2% |
| 3M | -4.4% | +10.4% | -14.8% | -4.8% |
| 6M | -13.6% | +45.7% | -59.2% | -14.8% |
| YTD | -6.0% | +42.6% | -48.6% | -7.4% |
| 1Y | +1.8% | +38.8% | -37.0% | +0.3% |
| 3Y | +103.2% | +418.8% | -315.7% | +92.8% |
| All | +118.6% | +274.4% | -155.8% | +105.4% |
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