+746.1%
GLD vs THC
+551.0%
+195.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +0.8% |
| 7D | +1.9% | +5.9% | -4.0% | +1.9% |
| 30D | -1.8% | +10.8% | -12.6% | -1.8% |
| 3M | -3.6% | +9.4% | -13.1% | -3.6% |
| 6M | -10.2% | +53.3% | -63.5% | -10.2% |
| YTD | -5.3% | +44.2% | -49.4% | -5.2% |
| 1Y | +2.5% | +37.3% | -34.9% | +2.5% |
| 3Y | +103.2% | +421.6% | -318.4% | +104.5% |
| 5Y | +121.1% | +279.8% | -158.7% | +122.3% |
| 10Y | +201.9% | +1,513.9% | -1,312.0% | +209.3% |
| All | +746.1% | +551.0% | +195.0% | +753.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling