+17.7%
GFS vs TMF
-23.9%
+41.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.5% | -8.4% | -6.3% |
| 7D | -12.5% | +4.0% | -16.5% | -13.2% |
| 30D | -16.9% | +19.5% | -36.4% | -20.7% |
| 3M | -22.3% | -3.5% | -18.7% | -21.3% |
| 6M | -40.2% | -10.6% | -29.6% | -38.4% |
| YTD | +16.0% | -17.1% | +33.0% | +18.9% |
| 1Y | +17.7% | -24.3% | +41.9% | +20.4% |
| All | +17.7% | -23.9% | +41.5% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling