+424.6%
THC vs GGLL
+151.4%
+273.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -1.7% |
| 7D | +5.9% | -1.3% | +7.2% | +6.0% |
| 30D | +10.8% | -36.3% | +47.1% | +13.9% |
| 3M | +9.4% | -42.7% | +52.1% | +13.2% |
| 6M | +53.3% | -53.1% | +106.3% | +60.0% |
| YTD | +44.2% | -32.1% | +76.2% | +44.8% |
| 1Y | +37.3% | -20.1% | +57.4% | +35.9% |
| All | +424.6% | +151.4% | +273.1% | +379.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling