+188.7%
GD vs TMF
-86.8%
+275.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.7% |
| 7D | -5.3% | -1.4% | -3.8% | -5.4% |
| 30D | -6.4% | -2.8% | -3.6% | -6.6% |
| 3M | +5.7% | -10.9% | +16.6% | +4.7% |
| 6M | -0.9% | -21.3% | +20.4% | -2.8% |
| YTD | +8.2% | -15.9% | +24.0% | +6.8% |
| 1Y | +13.4% | -15.7% | +29.2% | +12.1% |
| 3Y | +68.5% | -43.4% | +111.8% | +62.3% |
| 5Y | +97.2% | -87.8% | +184.9% | +54.9% |
| All | +188.7% | -86.8% | +275.4% | +160.0% |
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