+1,721.8%
GSK vs THC
+550.9%
+1,170.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | +1.7% | +3.7% | -2.0% | +1.3% |
| 30D | +7.0% | +9.0% | -2.0% | +6.1% |
| 3M | -2.7% | +10.4% | -13.1% | -3.6% |
| 6M | +1.4% | +45.7% | -44.2% | -2.4% |
| YTD | +5.3% | +42.6% | -37.2% | +1.2% |
| 1Y | +10.6% | +38.8% | -28.1% | +6.5% |
| 3Y | +62.6% | +418.8% | -356.2% | +36.7% |
| 5Y | +41.7% | +275.7% | -234.0% | +20.0% |
| 10Y | +104.7% | +1,496.2% | -1,391.5% | +37.4% |
| All | +1,721.8% | +550.9% | +1,170.9% | +890.7% |
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