+36.6%
GH vs TMF
-88.0%
+124.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -15.6% | +1.2% | -16.8% | -15.8% |
| 30D | -10.4% | +19.7% | -30.1% | -13.2% |
| 3M | -4.3% | -2.1% | -2.2% | -4.2% |
| 6M | +63.5% | -13.4% | +77.0% | +67.2% |
| YTD | +47.7% | -16.7% | +64.4% | +51.7% |
| 1Y | +56.7% | -23.3% | +80.1% | +63.1% |
| 3Y | +443.9% | -24.8% | +468.7% | +448.0% |
| All | +36.6% | -88.0% | +124.6% | +59.1% |
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