+488.8%
GS vs THC
+1,438.5%
-949.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.0% | -4.4% | -6.0% |
| 7D | -6.3% | +5.9% | -12.2% | -7.4% |
| 30D | -3.1% | +10.8% | -14.0% | -5.1% |
| 3M | -17.7% | +9.4% | -27.1% | -19.2% |
| 6M | -4.6% | +53.3% | -57.8% | -13.0% |
| YTD | +0.3% | +44.2% | -43.8% | -8.0% |
| 1Y | +11.7% | +37.3% | -25.6% | +3.2% |
| 3Y | +183.6% | +421.6% | -238.0% | +96.3% |
| 5Y | +141.0% | +279.8% | -138.9% | +70.7% |
| All | +488.8% | +1,438.5% | -949.6% | +201.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling