+75.8%
GPC vs TMF
-81.8%
+157.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -2.1% | -3.4% | +1.3% | -2.3% |
| 30D | -4.5% | +11.5% | -16.0% | -3.7% |
| 3M | -7.7% | -4.5% | -3.2% | -8.0% |
| 6M | +24.3% | -15.0% | +39.3% | +22.7% |
| YTD | +3.5% | -19.9% | +23.3% | +1.7% |
| 1Y | +0.7% | -26.6% | +27.3% | -1.7% |
| 3Y | 0.0% | -29.8% | +29.8% | -1.4% |
| 5Y | +5.8% | -88.2% | +94.0% | -23.2% |
| 10Y | +75.8% | -81.4% | +157.1% | +40.7% |
| All | +75.8% | -81.8% | +157.5% | +40.7% |
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