+156.9%
THC vs GRMN
+6,655.2%
-6,498.3%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -0.7% | -2.9% | +2.2% | +0.3% |
| 30D | +1.3% | -8.4% | +9.7% | +4.1% |
| 3M | +64.2% | +15.0% | +49.2% | +55.9% |
| 6M | +8.3% | +11.2% | -2.9% | +3.6% |
| YTD | +33.4% | +37.7% | -4.3% | +18.3% |
| 1Y | +37.7% | +18.5% | +19.2% | +27.5% |
| 3Y | +236.8% | +175.8% | +61.0% | +127.1% |
| 5Y | +249.3% | +75.1% | +174.2% | +172.2% |
| 10Y | +995.2% | +637.0% | +358.2% | +476.5% |
| All | +156.9% | +6,655.2% | -6,498.3% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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