+1,025.1%
GFI vs TMF
-86.4%
+1,111.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.6% | -1.9% |
| 7D | -5.1% | -4.8% | -0.4% | -3.9% |
| 30D | +13.4% | -4.9% | +18.3% | +14.9% |
| 3M | +36.2% | -13.4% | +49.7% | +41.5% |
| 6M | -9.8% | -23.0% | +13.2% | -3.1% |
| YTD | +7.7% | -20.2% | +27.9% | +14.2% |
| 1Y | +27.2% | -26.5% | +53.7% | +37.4% |
| 3Y | +300.3% | -45.2% | +345.5% | +347.7% |
| 5Y | +539.8% | -88.4% | +628.2% | +949.9% |
| All | +1,025.1% | -86.4% | +1,111.6% | +1,387.7% |
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