+37.7%
TMUS vs GD
+97.4%
-59.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.5% |
| 7D | +9.0% | -3.9% | +12.9% | +10.1% |
| 30D | -3.2% | +8.1% | -11.3% | -5.3% |
| 3M | -6.9% | -6.8% | -0.1% | -5.3% |
| 6M | -16.4% | +3.0% | -19.4% | -17.4% |
| YTD | -19.6% | +7.8% | -27.4% | -22.1% |
| 1Y | -19.9% | +5.8% | -25.7% | -22.0% |
| 3Y | +14.5% | +55.3% | -40.8% | -4.0% |
| 5Y | +37.7% | +96.7% | -59.0% | +0.9% |
| All | +37.7% | +97.4% | -59.7% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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