-19.1%
TMUS vs GIS
-21.2%
+2.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.6% |
| 7D | +4.9% | -3.4% | +8.3% | +6.4% |
| 30D | +7.7% | +6.9% | +0.8% | +4.7% |
| 3M | -6.8% | -10.1% | +3.3% | -3.3% |
| 6M | -9.7% | +5.9% | -15.5% | -11.7% |
| YTD | -15.0% | -21.1% | +6.2% | -11.3% |
| 1Y | -19.1% | -22.5% | +3.4% | -15.6% |
| All | -19.1% | -21.2% | +2.1% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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