+399.9%
GH vs TMF
-76.9%
+476.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.1% | +1.0% | -3.1% | -2.1% |
| 30D | -4.5% | -1.8% | -2.6% | -4.4% |
| 3M | +28.9% | -8.2% | +37.1% | +29.3% |
| 6M | +76.5% | -19.5% | +96.0% | +77.9% |
| YTD | +57.6% | -16.0% | +73.6% | +58.6% |
| 1Y | +167.5% | -22.5% | +190.0% | +169.7% |
| 3Y | +377.4% | -42.3% | +419.7% | +379.7% |
| 5Y | +23.8% | -87.7% | +111.5% | +8.2% |
| All | +399.9% | -76.9% | +476.8% | +552.6% |
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