+174.6%
THC vs GRMN
+6,890.4%
-6,715.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +3.7% | +4.7% | -1.0% | +2.3% |
| 30D | +9.0% | +3.4% | +5.6% | +7.8% |
| 3M | +10.4% | -5.0% | +15.4% | +11.9% |
| 6M | +45.7% | +18.6% | +27.1% | +36.3% |
| YTD | +42.6% | +42.5% | +0.1% | +24.8% |
| 1Y | +38.8% | +42.3% | -3.6% | +21.4% |
| 3Y | +418.8% | +158.5% | +260.4% | +258.0% |
| 5Y | +275.7% | +123.6% | +152.1% | +171.0% |
| 10Y | +1,496.2% | +682.5% | +813.7% | +723.5% |
| All | +174.6% | +6,890.4% | -6,715.8% | +5.5% |
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