+2,600.4%
GPN vs THC
+152.4%
+2,448.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | -5.6% | +1.0% | -6.6% | -5.8% |
| 30D | +13.6% | +5.3% | +8.3% | +12.6% |
| 3M | -2.8% | +7.1% | -9.9% | -4.0% |
| 6M | +38.1% | +46.0% | -8.0% | +29.5% |
| YTD | +19.9% | +43.9% | -24.0% | +12.0% |
| 1Y | +23.4% | +45.4% | -22.0% | +14.9% |
| 3Y | -12.6% | +421.3% | -433.9% | -34.9% |
| 5Y | -26.6% | +261.5% | -288.1% | -43.5% |
| 10Y | +40.4% | +1,865.8% | -1,825.4% | -22.8% |
| All | +2,600.4% | +152.4% | +2,448.0% | +1,314.6% |
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