+645.0%
GFI vs TMF
-68.9%
+713.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -1.9% | -1.6% |
| 7D | +3.1% | -1.4% | +4.6% | +3.4% |
| 30D | +27.1% | -2.8% | +29.9% | +27.7% |
| 3M | +21.2% | -10.9% | +32.1% | +23.5% |
| 6M | -4.5% | -21.3% | +16.8% | -0.4% |
| YTD | +11.7% | -15.9% | +27.6% | +15.0% |
| 1Y | +46.0% | -15.7% | +61.8% | +49.9% |
| 3Y | +309.6% | -43.4% | +352.9% | +338.0% |
| 5Y | +506.0% | -87.8% | +593.8% | +691.4% |
| 10Y | +1,009.2% | -86.7% | +1,095.9% | +1,276.8% |
| All | +645.0% | -68.9% | +713.8% | +1,018.3% |
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 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