-52.0%
GTLB vs THC
+329.6%
-381.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | +11.1% | -0.7% | +11.7% | +11.2% |
| 30D | +37.8% | +1.3% | +36.5% | +37.0% |
| 3M | +61.6% | +64.2% | -2.7% | +37.3% |
| 6M | +98.9% | +8.3% | +90.7% | +91.5% |
| YTD | +32.8% | +33.4% | -0.6% | +17.6% |
| 1Y | +14.7% | +37.7% | -23.0% | -0.7% |
| 3Y | +1.3% | +236.8% | -235.4% | -44.6% |
| All | -52.0% | +329.6% | -381.6% | -76.1% |
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 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