+190.4%
GD vs TMF
-84.4%
+274.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.3% |
| 7D | -3.9% | +2.7% | -6.6% | -3.7% |
| 30D | +8.1% | +19.3% | -11.2% | +9.7% |
| 3M | -6.8% | -3.7% | -3.1% | -7.0% |
| 6M | +3.0% | -11.3% | +14.3% | +2.0% |
| YTD | +7.8% | -16.6% | +24.4% | +6.3% |
| 1Y | +5.8% | -21.1% | +26.9% | +3.9% |
| 3Y | +55.3% | -26.8% | +82.1% | +53.9% |
| 5Y | +96.7% | -88.0% | +184.7% | +52.7% |
| All | +190.4% | -84.4% | +274.8% | +149.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling