+170.5%
TMUS vs GH
+486.6%
-316.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.5% |
| 7D | -5.3% | -0.2% | -5.1% | -5.3% |
| 30D | +0.1% | -2.6% | +2.7% | +0.2% |
| 3M | -0.6% | +25.1% | -25.7% | -2.1% |
| 6M | -17.5% | +78.5% | -96.0% | -20.7% |
| YTD | -11.3% | +59.4% | -70.6% | -14.2% |
| 1Y | -25.4% | +173.9% | -199.2% | -30.8% |
| 3Y | +35.5% | +382.7% | -347.2% | +17.1% |
| 5Y | +41.9% | +24.4% | +17.5% | +33.5% |
| All | +170.5% | +486.6% | -316.1% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling