+259.0%
THC vs GFI
+292.6%
-33.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.9% |
| 7D | 0.0% | -5.1% | +5.1% | +0.3% |
| 30D | +1.5% | +13.4% | -11.9% | +0.7% |
| 3M | +59.9% | +36.2% | +23.7% | +56.7% |
| 6M | +11.0% | -9.8% | +20.8% | +10.8% |
| YTD | +32.6% | +7.7% | +24.9% | +30.8% |
| 1Y | +37.4% | +27.2% | +10.2% | +34.1% |
| All | +259.0% | +292.6% | -33.6% | +219.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling