+485.7%
THC vs GFI
+685.3%
-199.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.8% | -2.2% |
| 7D | -2.6% | +5.7% | -8.2% | -2.9% |
| 30D | -1.2% | +15.6% | -16.8% | -2.0% |
| 3M | +58.9% | +31.5% | +27.4% | +56.1% |
| 6M | +9.3% | -3.7% | +13.0% | +9.1% |
| YTD | +30.4% | +11.2% | +19.1% | +28.6% |
| 1Y | +34.6% | +36.4% | -1.8% | +30.9% |
| 3Y | +246.7% | +313.5% | -66.9% | +212.3% |
| 5Y | +244.5% | +528.0% | -283.5% | +199.3% |
| 10Y | +950.1% | +1,021.4% | -71.3% | +755.2% |
| All | +485.7% | +685.3% | -199.6% | +361.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GFI 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling