+582.8%
GPC vs TMF
-68.9%
+651.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.4% |
| 7D | +0.4% | -1.4% | +1.9% | +0.2% |
| 30D | +5.1% | -2.8% | +8.0% | +4.8% |
| 3M | +41.5% | -10.9% | +52.4% | +39.5% |
| 6M | +21.8% | -21.3% | +43.1% | +18.3% |
| YTD | +14.6% | -15.9% | +30.4% | +12.2% |
| 1Y | +1.3% | -15.7% | +17.0% | -0.7% |
| 3Y | -1.4% | -43.4% | +41.9% | -7.1% |
| 5Y | +30.6% | -87.8% | +118.4% | -2.7% |
| 10Y | +80.6% | -86.7% | +167.3% | +48.0% |
| All | +582.8% | -68.9% | +651.7% | +670.3% |
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