+380.9%
GH vs TMF
-78.9%
+459.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +0.2% |
| 7D | +0.9% | -8.2% | +9.1% | +1.3% |
| 30D | -4.5% | +5.3% | -9.8% | -4.7% |
| 3M | -6.2% | -8.5% | +2.3% | -5.9% |
| 6M | +55.0% | -17.2% | +72.1% | +56.0% |
| YTD | +51.6% | -23.4% | +75.0% | +53.0% |
| 1Y | +58.3% | -30.2% | +88.5% | +60.2% |
| 3Y | +617.6% | -32.9% | +650.5% | +624.3% |
| 5Y | +49.2% | -88.5% | +137.7% | +30.7% |
| All | +380.9% | -78.9% | +459.9% | +529.9% |
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