+524.6%
GFI vs TMF
-88.0%
+612.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | +0.1% |
| 7D | +4.7% | -0.9% | +5.6% | +4.9% |
| 30D | +14.4% | -1.0% | +15.4% | +14.6% |
| 3M | +32.5% | -11.3% | +43.8% | +36.4% |
| 6M | -7.2% | -22.7% | +15.6% | -1.1% |
| YTD | +10.9% | -17.3% | +28.2% | +15.9% |
| 1Y | +35.5% | -22.5% | +57.9% | +43.4% |
| 3Y | +312.1% | -43.2% | +355.3% | +354.5% |
| 5Y | +524.6% | -88.3% | +612.9% | +884.3% |
| All | +524.6% | -88.0% | +612.5% | +884.3% |
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 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