+293.7%
TMUS vs GFI
+233.2%
+60.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | +4.9% | -8.7% | +13.6% | +5.5% |
| 30D | +7.7% | +0.6% | +7.1% | +7.6% |
| 3M | -6.8% | -7.5% | +0.7% | -6.6% |
| 6M | -9.7% | -18.3% | +8.6% | -9.1% |
| YTD | -15.0% | -13.8% | -1.2% | -15.4% |
| 1Y | -19.1% | -8.8% | -10.3% | -19.9% |
| 3Y | +21.4% | +215.8% | -194.4% | +7.4% |
| 5Y | +51.2% | +301.2% | -250.0% | +28.5% |
| 10Y | +240.2% | +1,284.4% | -1,044.2% | +143.0% |
| All | +293.7% | +233.2% | +60.4% | +202.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling