+32.8%
GPC vs TMF
-87.5%
+120.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.1% |
| 7D | +1.2% | -1.4% | +2.6% | +1.3% |
| 30D | +6.0% | -2.8% | +8.8% | +6.1% |
| 3M | +42.6% | -10.9% | +53.5% | +43.5% |
| 6M | +22.8% | -21.3% | +44.1% | +24.1% |
| YTD | +15.5% | -15.9% | +31.3% | +16.4% |
| 1Y | +2.0% | -15.7% | +17.8% | +2.8% |
| 3Y | -1.4% | -43.4% | +41.9% | -0.8% |
| All | +32.8% | -87.5% | +120.3% | +23.6% |
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