+382.5%
GH vs TMF
-78.0%
+460.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.7% | -2.0% |
| 7D | -11.2% | -1.1% | -10.2% | -11.2% |
| 30D | -7.2% | +11.8% | -19.0% | -7.7% |
| 3M | -7.1% | -4.0% | -3.1% | -7.0% |
| 6M | +62.3% | -16.5% | +78.9% | +63.4% |
| YTD | +52.1% | -19.9% | +72.0% | +53.3% |
| 1Y | +58.6% | -25.6% | +84.2% | +60.2% |
| 3Y | +619.9% | -29.9% | +649.8% | +625.4% |
| 5Y | +49.7% | -88.2% | +137.9% | +30.5% |
| All | +382.5% | -78.0% | +460.4% | +530.8% |
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