-17.1%
TMUS vs GH
+59.9%
-77.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.8% |
| 7D | +8.2% | -8.2% | +16.3% | +7.0% |
| 30D | +13.4% | -4.9% | +18.3% | +12.6% |
| 3M | -3.0% | -6.2% | +3.2% | -3.6% |
| 6M | -8.8% | +60.0% | -68.8% | -5.6% |
| YTD | -13.8% | +51.5% | -65.4% | -11.0% |
| 1Y | -17.1% | +58.4% | -75.5% | -13.6% |
| All | -17.1% | +59.9% | -77.0% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling