-55.4%
GTLB vs THC
+336.1%
-391.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.6% | -2.9% |
| 7D | -6.6% | +4.1% | -10.7% | -7.7% |
| 30D | +13.7% | +3.5% | +10.2% | +12.3% |
| 3M | +52.9% | +61.7% | -8.8% | +30.6% |
| 6M | +88.5% | +11.8% | +76.6% | +79.6% |
| YTD | +23.4% | +35.4% | -12.0% | +8.9% |
| 1Y | -3.8% | +37.0% | -40.8% | -16.5% |
| 3Y | -11.5% | +260.1% | -271.6% | -53.0% |
| All | -55.4% | +336.1% | -391.5% | -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