-18.1%
GPN vs THC
+267.4%
-285.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.3% | -1.5% |
| 7D | +4.3% | +0.2% | +4.1% | +4.2% |
| 30D | +22.1% | +9.0% | +13.1% | +19.6% |
| 3M | +17.1% | +12.9% | +4.1% | +13.6% |
| 6M | +46.7% | +52.8% | -6.1% | +32.1% |
| YTD | +30.8% | +47.4% | -16.6% | +17.5% |
| 1Y | +31.5% | +47.7% | -16.2% | +17.8% |
| 3Y | -5.1% | +444.7% | -449.8% | -44.7% |
| 5Y | -18.1% | +269.3% | -287.4% | -48.4% |
| All | -18.1% | +267.4% | -285.5% | -48.4% |
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