+145.9%
GLDM vs THC
+250.3%
-104.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 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% | -2.5% |
| 6M | -13.7% | +8.3% | -21.9% | -14.1% |
| YTD | +2.8% | +33.4% | -30.6% | +1.7% |
| 1Y | +24.8% | +37.7% | -12.8% | +23.3% |
| 3Y | +127.8% | +236.8% | -109.0% | +119.7% |
| All | +145.9% | +250.3% | -104.4% | +132.7% |
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