+254.0%
THC vs GPC
+30.9%
+223.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | -0.7% | +1.2% | -1.9% | -1.1% |
| 30D | +1.3% | +6.0% | -4.7% | -1.0% |
| 3M | +64.2% | +42.6% | +21.6% | +44.4% |
| 6M | +8.3% | +22.8% | -14.5% | 0.0% |
| YTD | +33.4% | +15.5% | +17.9% | +24.4% |
| 1Y | +37.7% | +2.0% | +35.6% | +34.7% |
| 3Y | +236.8% | -1.4% | +238.2% | +220.8% |
| All | +254.0% | +30.9% | +223.1% | +147.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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