-10.3%
GFS vs TMF
-88.8%
+78.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.7% |
| 7D | +7.4% | -9.3% | +16.6% | +7.7% |
| 30D | -15.3% | +1.9% | -17.2% | -15.4% |
| 3M | -21.1% | -11.2% | -9.9% | -20.8% |
| 6M | -44.5% | -17.7% | -26.8% | -44.1% |
| YTD | +19.2% | -24.5% | +43.7% | +20.2% |
| 1Y | +27.2% | -29.4% | +56.7% | +28.5% |
| 3Y | -20.1% | -33.4% | +13.3% | -19.9% |
| 5Y | -25.6% | -88.7% | +63.1% | -26.5% |
| All | -10.3% | -88.8% | +78.5% | -11.3% |
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 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