+2.4%
GPC vs TMF
-29.8%
+32.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.3% | +2.3% |
| 7D | +0.8% | +0.6% | +0.2% | +0.8% |
| 30D | -1.1% | +16.3% | -17.4% | -3.0% |
| 3M | -6.6% | -2.7% | -3.9% | -6.5% |
| 6M | +22.2% | -13.2% | +35.4% | +24.0% |
| YTD | +5.1% | -16.7% | +21.7% | +6.8% |
| 1Y | +2.8% | -22.7% | +25.5% | +5.2% |
| 3Y | +2.4% | -26.1% | +28.5% | +2.8% |
| All | +2.4% | -29.8% | +32.1% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling