+41.0%
TMUS vs GD
+94.5%
-53.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +3.6% | -5.0% | +8.5% | +4.9% |
| 30D | -3.4% | +8.9% | -12.3% | -5.6% |
| 3M | -9.5% | -8.0% | -1.4% | -7.6% |
| 6M | -15.2% | +2.9% | -18.1% | -16.1% |
| YTD | -18.9% | +7.1% | -26.0% | -21.3% |
| 1Y | -17.7% | +5.9% | -23.6% | -19.9% |
| 3Y | +15.6% | +53.9% | -38.2% | -2.8% |
| All | +41.0% | +94.5% | -53.5% | +3.8% |
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