+401.3%
GH vs TMF
-76.9%
+478.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | -0.1% | -1.4% | +1.4% | 0.0% |
| 30D | -1.1% | -2.8% | +1.7% | -1.0% |
| 3M | +21.3% | -10.9% | +32.2% | +21.9% |
| 6M | +73.5% | -21.3% | +94.8% | +75.0% |
| YTD | +58.0% | -15.9% | +73.9% | +59.0% |
| 1Y | +163.1% | -15.7% | +178.8% | +164.4% |
| 3Y | +361.0% | -43.4% | +404.4% | +363.2% |
| 5Y | +22.5% | -87.8% | +110.3% | +7.0% |
| All | +401.3% | -76.9% | +478.1% | +554.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling