+499.2%
THC vs GPC
+2,341.8%
-1,842.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | 0.0% |
| 7D | -0.7% | +1.2% | -1.9% | -1.4% |
| 30D | +1.3% | +6.0% | -4.7% | -2.1% |
| 3M | +64.2% | +42.6% | +21.6% | +33.8% |
| 6M | +8.3% | +22.8% | -14.5% | -4.9% |
| YTD | +33.4% | +15.5% | +17.9% | +19.5% |
| 1Y | +37.7% | +2.0% | +35.6% | +31.8% |
| 3Y | +236.8% | -1.4% | +238.2% | +208.5% |
| 5Y | +249.3% | +30.6% | +218.7% | +167.9% |
| 10Y | +995.2% | +80.6% | +914.6% | +599.2% |
| All | +499.2% | +2,341.8% | -1,842.6% | +38.5% |
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