-26.5%
TMUS vs GGLL
+80.0%
-106.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.1% | -3.5% |
| 7D | +0.1% | -4.8% | +4.9% | -0.1% |
| 30D | +5.3% | -13.7% | +18.9% | +4.6% |
| 3M | +3.1% | -21.9% | +25.0% | +1.3% |
| 6M | -16.5% | +11.7% | -28.1% | -13.4% |
| YTD | -9.2% | +2.3% | -11.4% | -6.6% |
| 1Y | -26.5% | +76.2% | -102.7% | -19.8% |
| All | -26.5% | +80.0% | -106.5% | -19.8% |
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