+162.6%
TMUS vs GH
+457.8%
-295.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +8.2% | -8.2% | +16.3% | +8.6% |
| 30D | +13.4% | -4.9% | +18.3% | +13.5% |
| 3M | -3.0% | -6.2% | +3.2% | -3.0% |
| 6M | -8.8% | +60.0% | -68.8% | -11.8% |
| YTD | -13.8% | +51.5% | -65.4% | -16.7% |
| 1Y | -17.1% | +58.4% | -75.5% | -20.2% |
| 3Y | +22.7% | +617.2% | -594.6% | +2.0% |
| 5Y | +52.8% | +47.0% | +5.8% | +40.8% |
| All | +162.6% | +457.8% | -295.2% | +117.0% |
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