+3,093.2%
GLW vs THC
+550.9%
+2,542.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -33.6% |
| 6M | -41.3% | +45.7% | -87.0% | -45.6% |
| YTD | +21.8% | +42.6% | -20.7% | +13.0% |
| 1Y | +21.8% | +38.8% | -16.9% | +13.3% |
| 3Y | +307.7% | +418.8% | -111.2% | +201.3% |
| 5Y | +213.7% | +275.7% | -62.0% | +136.7% |
| 10Y | +509.3% | +1,496.2% | -987.0% | +228.2% |
| All | +3,093.2% | +550.9% | +2,542.4% | +1,288.3% |
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