+5.9%
GD vs TMF
-22.9%
+28.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -5.0% | +1.2% | -6.2% | -5.1% |
| 30D | +8.9% | +19.7% | -10.8% | +6.6% |
| 3M | -8.0% | -2.1% | -6.0% | -8.1% |
| 6M | +2.9% | -13.4% | +16.3% | +3.8% |
| YTD | +7.1% | -16.7% | +23.8% | +8.2% |
| 1Y | +5.9% | -23.3% | +29.3% | +9.4% |
| All | +5.9% | -22.9% | +28.8% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling