+38.8%
TMUS vs GH
+355.8%
-316.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -0.3% | -2.1% | +1.8% | -0.3% |
| 30D | +3.1% | -4.5% | +7.6% | +3.0% |
| 3M | +2.4% | +28.9% | -26.5% | +3.0% |
| 6M | -17.1% | +76.5% | -93.6% | -16.0% |
| YTD | -9.1% | +57.6% | -66.7% | -8.1% |
| 1Y | -23.6% | +167.5% | -191.2% | -22.5% |
| 3Y | +38.8% | +377.4% | -338.6% | +41.2% |
| All | +38.8% | +355.8% | -316.9% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling