+372.1%
THC vs GGLL
+188.6%
+183.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.3% |
| 7D | +3.7% | +3.1% | +0.6% | +3.4% |
| 30D | +9.0% | -36.3% | +45.4% | +14.1% |
| 3M | +10.4% | -40.4% | +50.8% | +16.1% |
| 6M | +45.7% | -54.6% | +100.3% | +57.1% |
| YTD | +42.6% | -31.1% | +73.7% | +43.9% |
| 1Y | +38.8% | -19.2% | +57.9% | +36.5% |
| 3Y | +418.8% | +151.5% | +267.3% | +290.1% |
| All | +372.1% | +188.6% | +183.4% | +235.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling