+14.6%
TMUS vs GGLL
+151.4%
-136.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +0.9% |
| 7D | +9.0% | -1.3% | +10.3% | +9.0% |
| 30D | -3.2% | -36.3% | +33.0% | -3.5% |
| 3M | -6.9% | -42.7% | +35.8% | -7.3% |
| 6M | -16.4% | -53.1% | +36.6% | -17.2% |
| YTD | -19.6% | -32.1% | +12.4% | -19.5% |
| 1Y | -19.9% | -20.1% | +0.2% | -19.7% |
| All | +14.6% | +151.4% | -136.8% | +13.6% |
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