-47.0%
GPN vs THC
+258.2%
-305.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.9% | -6.6% | -3.6% |
| 7D | -6.2% | +4.1% | -10.3% | -7.1% |
| 30D | +1.0% | +3.5% | -2.5% | +0.2% |
| 3M | +36.9% | +61.7% | -24.8% | +22.4% |
| 6M | +16.8% | +11.8% | +4.9% | +12.9% |
| YTD | +13.2% | +35.4% | -22.2% | +4.0% |
| 1Y | +1.4% | +37.0% | -35.6% | -7.5% |
| 3Y | -28.6% | +260.1% | -288.7% | -52.7% |
| 5Y | -47.0% | +262.6% | -309.6% | -66.4% |
| All | -47.0% | +258.2% | -305.2% | -66.4% |
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