+232.7%
GLW vs THC
+258.4%
-25.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.3% |
| 7D | +7.7% | +1.0% | +6.8% | +7.6% |
| 30D | -18.8% | +5.3% | -24.2% | -19.6% |
| 3M | -27.7% | +7.1% | -34.8% | -28.7% |
| 6M | -44.4% | +46.0% | -90.5% | -48.7% |
| YTD | +31.3% | +43.9% | -12.7% | +20.9% |
| 1Y | +40.0% | +45.4% | -5.4% | +28.5% |
| 3Y | +339.2% | +421.3% | -82.0% | +194.0% |
| All | +232.7% | +258.4% | -25.6% | +136.9% |
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