-16.4%
GFS vs TMF
-87.7%
+71.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.4% | +6.2% |
| 7D | -7.8% | +1.2% | -9.0% | -7.9% |
| 30D | -19.7% | +19.7% | -39.4% | -20.3% |
| 3M | -23.1% | -2.1% | -21.0% | -23.1% |
| 6M | -46.4% | -13.4% | -32.9% | -46.1% |
| YTD | +11.0% | -16.7% | +27.8% | +11.6% |
| 1Y | +12.6% | -23.3% | +36.0% | +13.4% |
| 3Y | -24.9% | -24.8% | -0.1% | -25.0% |
| 5Y | -39.1% | -88.0% | +49.0% | -40.1% |
| All | -16.4% | -87.7% | +71.2% | -17.7% |
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