+2,064.0%
GS vs THC
+297.8%
+1,766.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +0.9% | -0.7% | +1.6% | +1.1% |
| 30D | -1.6% | +1.3% | -2.8% | -1.8% |
| 3M | -4.5% | +64.2% | -68.7% | -13.4% |
| 6M | +20.9% | +8.3% | +12.6% | +17.9% |
| YTD | +19.9% | +33.4% | -13.5% | +12.1% |
| 1Y | +41.4% | +37.7% | +3.7% | +31.0% |
| 3Y | +239.2% | +236.8% | +2.4% | +160.8% |
| 5Y | +185.0% | +249.3% | -64.2% | +109.8% |
| 10Y | +655.0% | +995.2% | -340.3% | +293.1% |
| All | +2,064.0% | +297.8% | +1,766.3% | +763.3% |
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