+219.3%
GLDM vs THC
+707.8%
-488.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.6% | -5.9% | +3.6% |
| 7D | -0.3% | +8.8% | -9.1% | -0.3% |
| 30D | -1.9% | +12.6% | -14.5% | -1.9% |
| 3M | -0.4% | +15.4% | -15.8% | -0.5% |
| 6M | -10.1% | +57.7% | -67.7% | -10.3% |
| YTD | -5.8% | +47.1% | -52.9% | -6.1% |
| 1Y | +3.1% | +40.7% | -37.6% | +2.8% |
| 3Y | +103.4% | +432.1% | -328.7% | +102.8% |
| 5Y | +125.5% | +301.9% | -176.4% | +124.5% |
| All | +219.3% | +707.8% | -488.5% | +222.2% |
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