+64.7%
TMUS vs GFS
-3.9%
+68.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -0.3% | +2.6% | -2.9% | -0.4% |
| 30D | +3.1% | -16.4% | +19.5% | +4.0% |
| 3M | +2.4% | -41.6% | +44.0% | +5.2% |
| 6M | -17.1% | -3.7% | -13.4% | -18.5% |
| YTD | -9.1% | +29.3% | -38.4% | -13.0% |
| 1Y | -23.6% | +37.1% | -60.7% | -27.5% |
| 3Y | +38.8% | -22.1% | +61.0% | +36.9% |
| All | +64.7% | -3.9% | +68.6% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling