+60.7%
TMUS vs GFS
-2.1%
+62.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.3% | -2.5% |
| 7D | -5.3% | +4.5% | -9.8% | -5.5% |
| 30D | +0.1% | -8.2% | +8.3% | +0.5% |
| 3M | -0.6% | -38.9% | +38.2% | +1.8% |
| 6M | -17.5% | -2.9% | -14.7% | -18.9% |
| YTD | -11.3% | +31.8% | -43.0% | -15.2% |
| 1Y | -25.4% | +43.1% | -68.5% | -29.4% |
| 3Y | +35.5% | -20.6% | +56.2% | +33.5% |
| All | +60.7% | -2.1% | +62.8% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling