+15.6%
TMUS vs GGLL
+154.9%
-139.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.9% |
| 7D | +3.6% | +3.1% | +0.5% | +3.6% |
| 30D | -3.4% | -36.3% | +33.0% | -3.7% |
| 3M | -9.5% | -40.4% | +30.9% | -9.8% |
| 6M | -15.2% | -54.6% | +39.4% | -16.1% |
| YTD | -18.9% | -31.1% | +12.2% | -18.7% |
| 1Y | -17.7% | -19.2% | +1.5% | -17.4% |
| 3Y | +15.6% | +151.5% | -135.9% | +14.6% |
| All | +15.6% | +154.9% | -139.3% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling