+486.7%
GS vs TMUS
+238.1%
+248.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.6% |
| 7D | -3.2% | +3.6% | -6.8% | -4.3% |
| 30D | -2.4% | -3.4% | +1.0% | -2.2% |
| 3M | -15.7% | -9.5% | -6.3% | -13.9% |
| 6M | -6.8% | -15.2% | +8.4% | -3.5% |
| YTD | -0.1% | -18.9% | +18.9% | +3.9% |
| 1Y | +12.1% | -17.7% | +29.8% | +15.6% |
| 3Y | +185.8% | +15.6% | +170.1% | +145.8% |
| 5Y | +140.1% | +38.9% | +101.2% | +86.2% |
| All | +486.7% | +238.1% | +248.6% | +208.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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