-42.6%
GFS vs TMF
-87.8%
+45.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.6% | -10.4% | -9.9% |
| 7D | -20.7% | +2.7% | -23.4% | -20.8% |
| 30D | -25.2% | +19.3% | -44.6% | -25.8% |
| 3M | -26.3% | -3.7% | -22.6% | -26.2% |
| 6M | -50.7% | -11.3% | -39.4% | -50.5% |
| YTD | +4.5% | -16.6% | +21.1% | +5.1% |
| 1Y | +2.5% | -21.1% | +23.6% | +3.1% |
| 3Y | -30.9% | -26.8% | -4.1% | -30.9% |
| 5Y | -42.6% | -88.0% | +45.4% | -45.5% |
| All | -42.6% | -87.8% | +45.2% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling