+366.8%
GNRC vs TMF
-82.1%
+448.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.1% |
| 7D | +7.9% | -9.3% | +17.2% | +7.8% |
| 30D | -3.7% | +1.9% | -5.6% | -3.7% |
| 3M | -11.9% | -11.2% | -0.7% | -12.1% |
| 6M | -28.6% | -17.7% | -10.9% | -28.8% |
| YTD | +39.9% | -24.5% | +64.3% | +39.3% |
| 1Y | +23.4% | -29.4% | +52.8% | +22.6% |
| 3Y | +84.2% | -33.4% | +117.7% | +84.1% |
| 5Y | -57.3% | -88.7% | +31.4% | -66.0% |
| All | +366.8% | -82.1% | +448.9% | +336.3% |
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