-26.7%
GPN vs TMF
-42.4%
+15.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | -0.7% | +1.0% | -1.7% | -0.8% |
| 30D | +3.8% | -1.8% | +5.7% | +4.0% |
| 3M | +39.2% | -8.2% | +47.4% | +40.4% |
| 6M | +17.9% | -19.5% | +37.4% | +20.3% |
| YTD | +16.4% | -16.0% | +32.3% | +18.1% |
| 1Y | +3.6% | -22.5% | +26.1% | +5.9% |
| 3Y | -26.7% | -42.3% | +15.6% | -25.3% |
| All | -26.7% | -42.4% | +15.7% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling