+48.0%
TMUS vs GH
+43.1%
+5.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.2% | -1.1% | +4.1% |
| 7D | +5.3% | -7.0% | +12.3% | +5.4% |
| 30D | +13.5% | -5.2% | +18.7% | +13.6% |
| 3M | -4.2% | -5.8% | +1.5% | -4.3% |
| 6M | -11.9% | +65.9% | -77.8% | -13.3% |
| YTD | -15.6% | +55.5% | -71.0% | -16.9% |
| 1Y | -16.8% | +64.2% | -81.0% | -18.3% |
| 3Y | +20.8% | +606.0% | -585.2% | +8.4% |
| 5Y | +48.0% | +47.3% | +0.8% | +36.9% |
| All | +48.0% | +43.1% | +5.0% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling