+15,512.8%
GWW vs THC
+563.9%
+14,948.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.4% |
| 7D | +5.3% | +7.5% | -2.2% | +4.4% |
| 30D | +12.4% | +9.6% | +2.9% | +11.3% |
| 3M | +13.7% | +10.3% | +3.5% | +12.4% |
| 6M | +18.0% | +51.8% | -33.8% | +12.0% |
| YTD | +44.6% | +45.4% | -0.9% | +37.4% |
| 1Y | +53.1% | +40.8% | +12.3% | +45.8% |
| 3Y | +90.2% | +448.8% | -358.6% | +52.8% |
| 5Y | +215.0% | +263.4% | -48.4% | +158.8% |
| 10Y | +658.9% | +1,800.1% | -1,141.1% | +379.0% |
| All | +15,512.8% | +563.9% | +14,948.9% | +8,242.1% |
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