+1,649.1%
THC vs GME
+470.0%
+1,179.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | +0.1% | +6.0% | -5.9% | -0.2% |
| 30D | +7.5% | -5.9% | +13.4% | +7.8% |
| 3M | +7.5% | +38.2% | -30.7% | +5.6% |
| 6M | +46.4% | +14.5% | +31.9% | +45.2% |
| YTD | +44.4% | +27.6% | +16.8% | +42.0% |
| 1Y | +43.4% | +19.9% | +23.5% | +41.5% |
| 3Y | +433.3% | +104.3% | +329.0% | +372.6% |
| 5Y | +262.5% | -49.3% | +311.8% | +236.9% |
| All | +1,649.1% | +470.0% | +1,179.2% | +584.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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