+20.8%
TMUS vs GFS
-23.4%
+44.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.9% | -0.8% | +4.3% |
| 7D | +5.3% | -3.1% | +8.5% | +5.2% |
| 30D | +13.5% | -16.0% | +29.6% | +13.1% |
| 3M | -4.2% | -24.7% | +20.5% | -4.6% |
| 6M | -11.9% | -45.1% | +33.2% | -12.4% |
| YTD | -15.6% | +16.5% | -32.0% | -17.1% |
| 1Y | -16.8% | +19.3% | -36.1% | -18.4% |
| 3Y | +20.8% | -20.0% | +40.8% | +17.4% |
| All | +20.8% | -23.4% | +44.2% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling