+4.0%
GPC vs TMF
-88.6%
+92.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.5% |
| 7D | +0.4% | -9.3% | +9.7% | +1.1% |
| 30D | -6.3% | +1.9% | -8.2% | -6.4% |
| 3M | -8.2% | -11.2% | +3.1% | -7.5% |
| 6M | +27.1% | -17.7% | +44.8% | +28.5% |
| YTD | +3.1% | -24.5% | +27.6% | +4.7% |
| 1Y | +0.1% | -29.4% | +29.5% | +1.8% |
| 3Y | +0.2% | -33.4% | +33.6% | +1.7% |
| All | +4.0% | -88.6% | +92.6% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling