+100.5%
GSK vs THC
+1,325.8%
-1,225.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +2.2% |
| 7D | +4.9% | +7.5% | -2.6% | +4.2% |
| 30D | +10.8% | +9.6% | +1.3% | +9.9% |
| 3M | -1.8% | +10.3% | -12.1% | -2.7% |
| 6M | +4.1% | +51.8% | -47.7% | +0.2% |
| YTD | +7.9% | +45.4% | -37.6% | +3.9% |
| 1Y | +14.4% | +40.8% | -26.4% | +10.4% |
| 3Y | +68.1% | +448.8% | -380.7% | +43.9% |
| 5Y | +47.7% | +263.4% | -215.7% | +28.1% |
| 10Y | +100.5% | +1,800.1% | -1,699.6% | +45.2% |
| All | +100.5% | +1,325.8% | -1,225.3% | +45.2% |
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 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