+17.8%
GFS vs TMF
-25.6%
+43.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.1% | +0.9% |
| 7D | -5.3% | -1.1% | -4.2% | -5.2% |
| 30D | -15.8% | +11.8% | -27.6% | -18.9% |
| 3M | -18.6% | -4.0% | -14.6% | -18.0% |
| 6M | -45.0% | -16.5% | -28.4% | -42.5% |
| YTD | +16.8% | -19.9% | +36.7% | +21.0% |
| 1Y | +17.8% | -25.6% | +43.4% | +25.4% |
| All | +17.8% | -25.6% | +43.4% | +25.4% |
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