+97.2%
GD vs TMF
-87.5%
+184.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.8% |
| 7D | -5.3% | -1.4% | -3.8% | -5.2% |
| 30D | -6.4% | -2.8% | -3.6% | -6.4% |
| 3M | +5.7% | -10.9% | +16.6% | +5.8% |
| 6M | -0.9% | -21.3% | +20.4% | -0.8% |
| YTD | +8.2% | -15.9% | +24.0% | +8.3% |
| 1Y | +13.4% | -15.7% | +29.2% | +13.5% |
| 3Y | +68.5% | -43.4% | +111.8% | +67.9% |
| All | +97.2% | -87.5% | +184.7% | +89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling