+331.3%
GLW vs THC
+450.2%
-118.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.3% |
| 7D | -11.1% | +8.8% | -19.9% | -11.7% |
| 30D | -28.4% | +10.0% | -38.5% | -29.0% |
| 3M | -28.8% | +11.7% | -40.5% | -29.5% |
| 6M | -39.8% | +52.5% | -92.3% | -43.2% |
| YTD | +28.7% | +46.1% | -17.3% | +22.1% |
| 1Y | +27.7% | +49.1% | -21.4% | +20.5% |
| 3Y | +331.3% | +439.6% | -108.3% | +201.4% |
| All | +331.3% | +450.2% | -118.8% | +201.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling