-44.8%
GPN vs TMF
-87.6%
+42.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.9% |
| 3M | +39.2% | -8.2% | +47.4% | +39.7% |
| 6M | +17.9% | -19.5% | +37.4% | +19.0% |
| YTD | +16.4% | -16.0% | +32.3% | +17.2% |
| 1Y | +3.6% | -22.5% | +26.1% | +4.7% |
| 3Y | -26.7% | -42.3% | +15.6% | -26.3% |
| 5Y | -44.8% | -87.7% | +42.9% | -51.3% |
| All | -44.8% | -87.6% | +42.8% | -51.3% |
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 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