+474.8%
GFI vs TMF
-72.0%
+546.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | -8.7% | -9.3% | +0.6% | -7.1% |
| 30D | +0.6% | +1.9% | -1.3% | +0.2% |
| 3M | -7.5% | -11.2% | +3.7% | -5.6% |
| 6M | -18.3% | -17.7% | -0.6% | -15.5% |
| YTD | -13.8% | -24.5% | +10.7% | -9.6% |
| 1Y | -8.8% | -29.4% | +20.6% | -3.4% |
| 3Y | +215.8% | -33.4% | +249.3% | +230.9% |
| 5Y | +301.2% | -88.7% | +389.9% | +432.8% |
| 10Y | +1,284.4% | -82.5% | +1,366.9% | +1,612.3% |
| All | +474.8% | -72.0% | +546.8% | +779.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling