+381.5%
THC vs GGLL
+195.8%
+185.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.7% |
| 7D | +7.5% | +6.3% | +1.1% | +6.8% |
| 30D | +9.6% | -35.1% | +44.7% | +14.3% |
| 3M | +10.3% | -37.7% | +47.9% | +15.4% |
| 6M | +51.8% | -54.1% | +105.9% | +63.6% |
| YTD | +45.4% | -29.4% | +74.9% | +46.3% |
| 1Y | +40.8% | -13.4% | +54.2% | +37.3% |
| 3Y | +448.8% | +158.3% | +290.5% | +311.2% |
| All | +381.5% | +195.8% | +185.7% | +241.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling