+1,233.3%
GFI vs TMF
-82.1%
+1,315.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.3% |
| 7D | -8.7% | -9.3% | +0.6% | -6.2% |
| 30D | +0.6% | +1.9% | -1.3% | 0.0% |
| 3M | -7.5% | -11.2% | +3.7% | -4.5% |
| 6M | -18.3% | -17.7% | -0.6% | -13.9% |
| YTD | -13.8% | -24.5% | +10.7% | -7.2% |
| 1Y | -8.8% | -29.4% | +20.6% | -0.3% |
| 3Y | +215.8% | -33.4% | +249.3% | +236.9% |
| 5Y | +301.2% | -88.7% | +389.9% | +560.8% |
| All | +1,233.3% | -82.1% | +1,315.4% | +1,378.6% |
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