+276.8%
THC vs GPC
+3.6%
+273.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.6% |
| 7D | +3.7% | +1.6% | +2.1% | +3.1% |
| 30D | +9.0% | -2.1% | +11.1% | +9.7% |
| 3M | +10.4% | -6.8% | +17.2% | +12.9% |
| 6M | +45.7% | +18.6% | +27.1% | +36.6% |
| YTD | +42.6% | +2.7% | +39.9% | +38.7% |
| 1Y | +38.8% | +1.8% | +37.0% | +35.1% |
| 3Y | +418.8% | +1.1% | +417.8% | +370.6% |
| All | +276.8% | +3.6% | +273.2% | +206.4% |
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