+8.9%
GTLB vs THC
+428.0%
-419.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.2% |
| 7D | -9.6% | +7.5% | -17.1% | -10.2% |
| 30D | -14.5% | +9.6% | -24.0% | -15.2% |
| 3M | +20.9% | +10.3% | +10.7% | +19.7% |
| 6M | +81.4% | +51.8% | +29.6% | +73.1% |
| YTD | +25.6% | +45.4% | -19.9% | +19.8% |
| 1Y | +3.4% | +40.8% | -37.4% | -0.9% |
| 3Y | +8.9% | +448.8% | -439.9% | -9.6% |
| All | +8.9% | +428.0% | -419.1% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling