+76.8%
GSK vs THC
+952.2%
-875.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.5% |
| 7D | -4.2% | -2.6% | -1.6% | -4.0% |
| 30D | -7.5% | -1.2% | -6.3% | -7.4% |
| 3M | -3.3% | +58.9% | -62.2% | -7.0% |
| 6M | -9.3% | +9.3% | -18.7% | -10.3% |
| YTD | +1.6% | +30.4% | -28.8% | -1.1% |
| 1Y | +25.5% | +34.6% | -9.1% | +21.7% |
| 3Y | +49.3% | +246.7% | -197.4% | +33.2% |
| 5Y | +46.7% | +244.5% | -197.9% | +28.6% |
| 10Y | +76.8% | +950.1% | -873.3% | +39.1% |
| All | +76.8% | +952.2% | -875.4% | +39.1% |
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