-54.5%
GTLB vs THC
+364.9%
-419.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.5% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -9.0% | +7.5% | -16.5% | -11.0% |
| 3M | +15.9% | +7.5% | +8.3% | +12.9% |
| 6M | +104.9% | +46.4% | +58.4% | +79.7% |
| YTD | +26.0% | +44.4% | -18.4% | +8.8% |
| 1Y | +1.8% | +43.4% | -41.7% | -12.2% |
| 3Y | +6.0% | +433.3% | -427.3% | -52.8% |
| 5Y | -62.2% | +262.5% | -324.7% | -80.7% |
| All | -54.5% | +364.9% | -419.4% | -77.9% |
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 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