+320.5%
TMUS vs GD
+615.0%
-294.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -2.5% |
| 7D | +0.1% | -5.3% | +5.3% | +2.9% |
| 30D | +5.3% | -6.4% | +11.7% | +8.9% |
| 3M | +3.1% | +5.7% | -2.6% | -0.3% |
| 6M | -16.5% | -0.9% | -15.5% | -16.7% |
| YTD | -9.2% | +8.2% | -17.3% | -14.2% |
| 1Y | -26.5% | +13.4% | -39.9% | -32.6% |
| 3Y | +39.0% | +68.5% | -29.5% | -0.3% |
| 5Y | +40.4% | +97.2% | -56.8% | -9.6% |
| 10Y | +303.7% | +190.2% | +113.5% | +91.5% |
| All | +320.5% | +615.0% | -294.5% | +7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling