+0.2%
GPC vs TMF
-29.9%
+30.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | +0.7% |
| 7D | -1.3% | -8.2% | +6.9% | +1.3% |
| 30D | -6.0% | +5.3% | -11.4% | -7.7% |
| 3M | -7.6% | -8.5% | +0.9% | -5.3% |
| 6M | +24.2% | -17.2% | +41.4% | +31.2% |
| YTD | +2.7% | -23.4% | +26.1% | +9.2% |
| 1Y | +0.2% | -30.2% | +30.4% | +8.1% |
| All | +0.2% | -29.9% | +30.0% | +8.1% |
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