+515.4%
GPC vs TMF
-69.1%
+584.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -1.5% |
| 7D | +1.7% | +2.7% | -1.0% | +2.0% |
| 30D | -2.3% | +19.3% | -21.6% | -0.2% |
| 3M | -4.5% | -3.7% | -0.8% | -4.9% |
| 6M | +21.6% | -11.3% | +32.9% | +19.8% |
| YTD | +4.0% | -16.6% | +20.6% | +1.8% |
| 1Y | +3.5% | -21.1% | +24.6% | +0.6% |
| 3Y | +2.1% | -26.8% | +29.0% | +0.1% |
| 5Y | +5.5% | -88.0% | +93.5% | -22.0% |
| 10Y | +90.7% | -84.7% | +175.4% | +60.2% |
| All | +515.4% | -69.1% | +584.5% | +593.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling