-36.9%
GLXY vs THC
+74.4%
-111.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -5.0% | -5.3% |
| 7D | +5.3% | +1.0% | +4.3% | +5.4% |
| 30D | -19.8% | +5.3% | -25.1% | -19.0% |
| 3M | -31.4% | +7.1% | -38.5% | -30.5% |
| 6M | -53.3% | +46.0% | -99.4% | -52.9% |
| YTD | -35.7% | +43.9% | -79.6% | -34.4% |
| 1Y | -47.2% | +45.4% | -92.7% | -46.4% |
| All | -36.9% | +74.4% | -111.3% | -31.9% |
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