+185.7%
GS vs THC
+250.3%
-64.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +0.9% | -0.7% | +1.6% | +1.0% |
| 30D | -1.6% | +1.3% | -2.8% | -1.8% |
| 3M | -4.5% | +64.2% | -68.7% | -13.2% |
| 6M | +20.9% | +8.3% | +12.6% | +18.6% |
| YTD | +19.9% | +33.4% | -13.5% | +12.5% |
| 1Y | +41.4% | +37.7% | +3.7% | +31.3% |
| 3Y | +239.2% | +236.8% | +2.4% | +155.8% |
| All | +185.7% | +250.3% | -64.6% | +113.2% |
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