+556.2%
THC vs GPC
+2,105.4%
-1,549.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.9% |
| 7D | +8.8% | +0.4% | +8.5% | +8.7% |
| 30D | +10.0% | -1.8% | +11.9% | +10.9% |
| 3M | +11.7% | -6.6% | +18.3% | +15.4% |
| 6M | +52.5% | +21.3% | +31.1% | +34.9% |
| YTD | +46.1% | +4.3% | +41.8% | +38.0% |
| 1Y | +49.1% | +3.3% | +45.8% | +41.3% |
| 3Y | +439.6% | +0.8% | +438.9% | +387.3% |
| 5Y | +263.2% | +7.4% | +255.8% | +211.2% |
| 10Y | +1,900.5% | +79.2% | +1,821.2% | +1,187.6% |
| All | +556.2% | +2,105.4% | -1,549.1% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling