+47.5%
TMUS vs GFI
+524.1%
-476.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +2.9% |
| 7D | +0.4% | -4.9% | +5.3% | +0.5% |
| 30D | +3.5% | +10.7% | -7.2% | +3.4% |
| 3M | -1.3% | +25.6% | -26.9% | -1.6% |
| 6M | -13.6% | -8.3% | -5.4% | -13.5% |
| YTD | -8.8% | +6.3% | -15.1% | -9.3% |
| 1Y | -22.9% | +22.1% | -44.9% | -23.9% |
| 3Y | +36.7% | +289.2% | -252.5% | +27.7% |
| All | +47.5% | +524.1% | -476.6% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling