+25.2%
GPN vs TMF
-86.2%
+111.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.8% |
| 7D | -6.2% | -0.9% | -5.4% | -6.3% |
| 30D | +1.0% | -1.0% | +2.0% | +1.0% |
| 3M | +36.9% | -11.3% | +48.2% | +35.7% |
| 6M | +16.8% | -22.7% | +39.5% | +14.4% |
| YTD | +13.2% | -17.3% | +30.6% | +11.6% |
| 1Y | +1.4% | -22.5% | +23.9% | -0.5% |
| 3Y | -28.6% | -43.2% | +14.6% | -31.6% |
| 5Y | -47.0% | -88.3% | +41.3% | -61.2% |
| 10Y | +25.2% | -86.0% | +111.2% | -0.4% |
| All | +25.2% | -86.2% | +111.4% | -0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling