+371.1%
GH vs TMF
-79.2%
+450.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.7% | -2.0% |
| 7D | +0.6% | -9.3% | +9.8% | +0.9% |
| 30D | -6.9% | +1.9% | -8.9% | -7.0% |
| 3M | -4.9% | -11.2% | +6.3% | -4.5% |
| 6M | +54.1% | -17.7% | +71.8% | +55.2% |
| YTD | +48.5% | -24.5% | +73.0% | +50.0% |
| 1Y | +61.2% | -29.4% | +90.6% | +63.1% |
| 3Y | +570.3% | -33.4% | +603.8% | +577.0% |
| 5Y | +46.1% | -88.7% | +134.9% | +28.1% |
| All | +371.1% | -79.2% | +450.3% | +517.3% |
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