+4.0%
GPC vs TMF
-22.6%
+26.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.3% | +2.3% |
| 7D | +0.8% | +0.6% | +0.2% | +0.6% |
| 30D | -1.1% | +16.3% | -17.4% | -5.8% |
| 3M | -6.6% | -2.7% | -3.9% | -6.0% |
| 6M | +22.2% | -13.2% | +35.4% | +26.5% |
| YTD | +5.1% | -16.7% | +21.7% | +8.9% |
| All | +4.0% | -22.6% | +26.6% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling