-25.4%
TMUS vs GIS
-21.4%
-4.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.7% |
| 7D | -5.3% | -8.6% | +3.3% | -1.7% |
| 30D | +0.1% | -0.5% | +0.5% | 0.0% |
| 3M | -0.6% | +11.9% | -12.5% | -4.9% |
| 6M | -17.5% | -11.6% | -6.0% | -15.0% |
| YTD | -11.3% | -16.3% | +5.1% | -7.3% |
| 1Y | -25.4% | -21.8% | -3.6% | -20.7% |
| All | -25.4% | -21.4% | -4.0% | -20.7% |
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