+254.0%
THC vs GME
-62.8%
+316.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -0.7% | +7.2% | -7.9% | -1.1% |
| 30D | +1.3% | +0.8% | +0.5% | +1.2% |
| 3M | +64.2% | -14.0% | +78.2% | +65.5% |
| 6M | +8.3% | -19.7% | +28.0% | +9.4% |
| YTD | +33.4% | -4.6% | +38.0% | +33.3% |
| 1Y | +37.7% | -14.3% | +52.0% | +38.3% |
| 3Y | +236.8% | +4.0% | +232.8% | +196.3% |
| All | +254.0% | -62.8% | +316.8% | +228.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling