+139.3%
GS vs THC
+274.4%
-135.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | -3.2% | +3.7% | -6.9% | -3.8% |
| 30D | -2.4% | +9.0% | -11.5% | -3.9% |
| 3M | -15.7% | +10.4% | -26.1% | -17.3% |
| 6M | -6.8% | +45.7% | -52.4% | -13.6% |
| YTD | -0.1% | +42.6% | -42.6% | -7.6% |
| 1Y | +12.1% | +38.8% | -26.7% | +4.0% |
| 3Y | +185.8% | +418.8% | -233.0% | +96.4% |
| All | +139.3% | +274.4% | -135.0% | +71.4% |
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