+816.6%
GLD vs THC
+502.4%
+314.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | -0.5% | -0.7% | +0.1% | -0.5% |
| 30D | +4.4% | +1.3% | +3.1% | +4.4% |
| 3M | -1.1% | +64.2% | -65.3% | -1.0% |
| 6M | -13.8% | +8.3% | -22.1% | -13.8% |
| YTD | +2.6% | +33.4% | -30.7% | +2.7% |
| 1Y | +24.5% | +37.7% | -13.2% | +24.6% |
| 3Y | +125.8% | +236.8% | -110.9% | +126.9% |
| 5Y | +137.8% | +249.3% | -111.5% | +139.1% |
| 10Y | +221.4% | +995.2% | -773.9% | +228.5% |
| All | +816.6% | +502.4% | +314.2% | +824.8% |
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