+546.6%
THC vs GFI
+508.6%
+38.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.0% | -8.7% | +9.7% | +1.5% |
| 30D | +5.3% | +0.6% | +4.7% | +5.2% |
| 3M | +7.1% | -7.5% | +14.6% | +7.4% |
| 6M | +46.0% | -18.3% | +64.4% | +47.1% |
| YTD | +43.9% | -13.8% | +57.7% | +43.9% |
| 1Y | +45.4% | -8.8% | +54.3% | +44.9% |
| 3Y | +421.3% | +215.8% | +205.4% | +376.8% |
| 5Y | +261.5% | +301.2% | -39.7% | +221.7% |
| 10Y | +1,865.8% | +1,284.4% | +581.4% | +1,485.5% |
| All | +546.6% | +508.6% | +38.1% | +416.6% |
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