+32.8%
TMUS vs GFI
+292.6%
-259.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | -0.1% |
| 7D | -5.8% | -5.1% | -0.6% | -5.8% |
| 30D | -0.2% | +13.4% | -13.7% | 0.0% |
| 3M | -4.0% | +36.2% | -40.2% | -3.5% |
| 6M | -18.1% | -9.8% | -8.3% | -18.0% |
| YTD | -11.3% | +7.7% | -19.0% | -11.5% |
| 1Y | -24.7% | +27.2% | -51.9% | -25.3% |
| All | +32.8% | +292.6% | -259.8% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling