-21.2%
TMUS vs GGLL
-11.6%
-9.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.5% | -3.4% | +3.2% |
| 7D | +7.5% | -23.1% | +30.6% | +7.0% |
| 30D | -3.3% | -32.9% | +29.6% | -4.2% |
| 3M | -9.7% | -44.9% | +35.2% | -11.0% |
| 6M | -17.2% | -49.5% | +32.3% | -19.7% |
| YTD | -20.3% | -28.9% | +8.6% | -18.5% |
| 1Y | -21.2% | -12.2% | -9.0% | -17.0% |
| All | -21.2% | -11.6% | -9.6% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling