+1,833.6%
GS vs THC
+338.6%
+1,495.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.6% | -6.0% | +1.8% |
| 7D | +0.3% | +8.8% | -8.5% | -1.3% |
| 30D | +3.9% | +12.6% | -8.8% | +1.6% |
| 3M | -11.4% | +15.4% | -26.8% | -13.8% |
| 6M | +3.7% | +57.7% | -54.0% | -5.5% |
| YTD | +7.1% | +47.1% | -39.9% | -1.7% |
| 1Y | +19.7% | +40.7% | -21.0% | +10.5% |
| 3Y | +202.8% | +432.1% | -229.3% | +114.6% |
| 5Y | +156.7% | +301.9% | -145.2% | +84.5% |
| 10Y | +548.7% | +1,546.5% | -997.8% | +215.3% |
| All | +1,833.6% | +338.6% | +1,495.0% | +656.9% |
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