+566.5%
GWW vs THC
+1,002.8%
-436.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.7% | -1.3% |
| 7D | -0.5% | +4.1% | -4.5% | -1.0% |
| 30D | -1.4% | +3.5% | -5.0% | -1.9% |
| 3M | -3.6% | +61.7% | -65.4% | -9.9% |
| 6M | +15.1% | +11.8% | +3.3% | +12.8% |
| YTD | +27.5% | +35.4% | -7.9% | +21.5% |
| 1Y | +29.6% | +37.0% | -7.4% | +23.0% |
| 3Y | +90.1% | +260.1% | -170.0% | +55.4% |
| 5Y | +222.6% | +262.6% | -40.0% | +156.1% |
| 10Y | +566.5% | +1,039.2% | -472.7% | +325.4% |
| All | +566.5% | +1,002.8% | -436.3% | +325.4% |
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