+83.7%
GPC vs TMF
-86.8%
+170.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.1% |
| 7D | +1.2% | -1.4% | +2.6% | +1.1% |
| 30D | +6.0% | -2.8% | +8.8% | +5.7% |
| 3M | +42.6% | -10.9% | +53.5% | +41.3% |
| 6M | +22.8% | -21.3% | +44.1% | +20.3% |
| YTD | +15.5% | -15.9% | +31.3% | +13.9% |
| 1Y | +2.0% | -15.7% | +17.8% | +0.8% |
| 3Y | -1.4% | -43.4% | +41.9% | -5.9% |
| 5Y | +30.6% | -87.8% | +118.4% | -3.9% |
| All | +83.7% | -86.8% | +170.5% | +55.7% |
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