+493.9%
GLW vs THC
+1,421.6%
-927.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.8% |
| 7D | -13.9% | +3.7% | -17.6% | -14.6% |
| 30D | -35.0% | +9.0% | -44.0% | -36.1% |
| 3M | -32.4% | +10.4% | -42.8% | -33.7% |
| 6M | -41.3% | +45.7% | -87.0% | -46.2% |
| YTD | +21.8% | +42.6% | -20.7% | +11.7% |
| 1Y | +21.8% | +38.8% | -16.9% | +12.1% |
| 3Y | +307.7% | +418.8% | -111.2% | +183.7% |
| 5Y | +213.7% | +275.7% | -62.0% | +123.5% |
| All | +493.9% | +1,421.6% | -927.8% | +215.7% |
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 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