+176.9%
TMUS vs GH
+481.7%
-304.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.5% |
| 7D | +0.1% | -0.1% | +0.1% | +0.1% |
| 30D | +5.3% | -1.1% | +6.3% | +5.2% |
| 3M | +3.1% | +21.3% | -18.2% | +1.7% |
| 6M | -16.5% | +73.5% | -90.0% | -19.6% |
| YTD | -9.2% | +58.0% | -67.2% | -12.2% |
| 1Y | -26.5% | +163.1% | -189.5% | -31.6% |
| 3Y | +39.0% | +361.0% | -322.0% | +20.6% |
| 5Y | +40.4% | +22.5% | +17.8% | +32.2% |
| All | +176.9% | +481.7% | -304.8% | +128.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling