+972.3%
THC vs GNRC
+433.2%
+539.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.2% |
| 7D | 0.0% | -0.7% | +0.7% | +0.2% |
| 30D | +1.5% | -15.8% | +17.4% | +7.2% |
| 3M | +59.9% | -24.0% | +83.9% | +71.6% |
| 6M | +11.0% | -13.8% | +24.7% | +12.0% |
| YTD | +32.6% | +33.2% | -0.6% | +14.1% |
| 1Y | +37.4% | -1.8% | +39.2% | +29.9% |
| 3Y | +252.5% | +57.7% | +194.8% | +164.3% |
| 5Y | +262.3% | -59.7% | +322.1% | +333.0% |
| All | +972.3% | +433.2% | +539.1% | +326.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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