+499.2%
THC vs GFI
+688.7%
-189.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | -0.7% | +3.1% | -3.8% | -0.8% |
| 30D | +1.3% | +27.1% | -25.8% | -0.2% |
| 3M | +64.2% | +21.2% | +43.1% | +62.1% |
| 6M | +8.3% | -4.5% | +12.8% | +8.1% |
| YTD | +33.4% | +11.7% | +21.7% | +31.6% |
| 1Y | +37.7% | +46.0% | -8.4% | +33.3% |
| 3Y | +236.8% | +309.6% | -72.8% | +203.6% |
| 5Y | +249.3% | +506.0% | -256.8% | +204.0% |
| 10Y | +995.2% | +1,009.2% | -14.0% | +792.4% |
| All | +499.2% | +688.7% | -189.5% | +372.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling