+1,164.6%
THC vs GNRC
+2,087.1%
-922.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.2% |
| 7D | -0.7% | +1.9% | -2.6% | -1.3% |
| 30D | +1.3% | -13.8% | +15.1% | +5.9% |
| 3M | +64.2% | -32.6% | +96.9% | +82.7% |
| 6M | +8.3% | -15.2% | +23.5% | +10.1% |
| YTD | +33.4% | +37.4% | -4.0% | +15.1% |
| 1Y | +37.7% | +5.1% | +32.5% | +28.1% |
| 3Y | +236.8% | +57.5% | +179.3% | +160.0% |
| 5Y | +249.3% | -58.7% | +308.0% | +292.4% |
| 10Y | +995.2% | +395.5% | +599.7% | +397.4% |
| All | +1,164.6% | +2,087.1% | -922.6% | +209.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling