+262.3%
THC vs GFI
+515.1%
-252.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.9% |
| 7D | 0.0% | -5.1% | +5.1% | +0.4% |
| 30D | +1.5% | +13.4% | -11.9% | +0.5% |
| 3M | +59.9% | +36.2% | +23.7% | +55.6% |
| 6M | +11.0% | -9.8% | +20.8% | +11.1% |
| YTD | +32.6% | +7.7% | +24.9% | +30.3% |
| 1Y | +37.4% | +27.2% | +10.2% | +32.5% |
| 3Y | +252.5% | +300.3% | -47.7% | +197.6% |
| 5Y | +262.3% | +539.8% | -277.4% | +213.9% |
| All | +262.3% | +515.1% | -252.8% | +213.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling