-28.2%
GPN vs THC
+258.2%
-286.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.9% | -6.6% | -3.3% |
| 7D | -6.2% | +4.1% | -10.3% | -6.8% |
| 30D | +1.0% | +3.5% | -2.5% | +0.5% |
| 3M | +36.9% | +61.7% | -24.8% | +27.7% |
| 6M | +16.8% | +11.8% | +4.9% | +13.9% |
| YTD | +13.2% | +35.4% | -22.2% | +7.2% |
| 1Y | +1.4% | +37.0% | -35.6% | -4.4% |
| All | -28.2% | +258.2% | -286.4% | -47.0% |
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