+212.6%
GLW vs THC
+274.4%
-61.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.8% |
| 7D | -13.9% | +3.7% | -17.6% | -14.5% |
| 30D | -35.0% | +9.0% | -44.0% | -36.0% |
| 3M | -32.4% | +10.4% | -42.8% | -33.5% |
| 6M | -41.3% | +45.7% | -87.0% | -45.9% |
| YTD | +21.8% | +42.6% | -20.7% | +12.4% |
| 1Y | +21.8% | +38.8% | -16.9% | +12.8% |
| 3Y | +307.7% | +418.8% | -111.2% | +174.0% |
| All | +212.6% | +274.4% | -61.7% | +117.4% |
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 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