+222.0%
GLDM vs THC
+691.8%
-469.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +0.9% |
| 7D | +1.9% | +5.9% | -4.0% | +1.8% |
| 30D | -1.7% | +10.8% | -12.5% | -1.8% |
| 3M | -3.5% | +9.4% | -13.0% | -3.6% |
| 6M | -10.1% | +53.3% | -63.3% | -10.3% |
| YTD | -5.0% | +44.2% | -49.2% | -5.3% |
| 1Y | +2.8% | +37.3% | -34.5% | +2.5% |
| 3Y | +105.1% | +421.6% | -316.5% | +104.5% |
| 5Y | +124.3% | +279.8% | -155.5% | +123.2% |
| All | +222.0% | +691.8% | -469.8% | +224.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling