+124.3%
GLDM vs THC
+287.8%
-163.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +0.9% |
| 7D | +1.9% | +5.9% | -4.0% | +1.7% |
| 30D | -1.7% | +10.8% | -12.5% | -2.0% |
| 3M | -3.5% | +9.4% | -13.0% | -3.9% |
| 6M | -10.1% | +53.3% | -63.3% | -11.4% |
| YTD | -5.0% | +44.2% | -49.2% | -6.4% |
| 1Y | +2.8% | +37.3% | -34.5% | +1.4% |
| 3Y | +105.1% | +421.6% | -316.5% | +95.0% |
| 5Y | +124.3% | +279.8% | -155.5% | +111.1% |
| All | +124.3% | +287.8% | -163.5% | +111.1% |
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