+548.5%
THC vs GPC
+2,072.3%
-1,523.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.7% |
| 7D | +0.1% | -1.3% | +1.4% | +0.9% |
| 30D | +7.5% | -6.0% | +13.5% | +11.0% |
| 3M | +7.5% | -7.6% | +15.1% | +11.9% |
| 6M | +46.4% | +24.2% | +22.2% | +28.0% |
| YTD | +44.4% | +2.7% | +41.6% | +37.6% |
| 1Y | +43.4% | +0.2% | +43.3% | +38.3% |
| 3Y | +433.3% | -0.8% | +434.0% | +385.7% |
| 5Y | +262.5% | +4.4% | +258.1% | +215.8% |
| 10Y | +1,871.5% | +74.5% | +1,797.1% | +1,187.9% |
| All | +548.5% | +2,072.3% | -1,523.8% | +59.5% |
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