+5.5%
GD vs TMF
-11.7%
+17.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.0% | -3.0% |
| 7D | +3.0% | +4.0% | -1.0% | +2.3% |
| 30D | +10.5% | +19.5% | -8.9% | +7.7% |
| 3M | -5.0% | -3.5% | -1.4% | -4.9% |
| 6M | +5.5% | -10.6% | +16.1% | +5.3% |
| All | +5.5% | -11.7% | +17.2% | +5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling