+43.0%
TMUS vs GIS
-21.0%
+64.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | -0.3% | -8.3% | +8.0% | +2.6% |
| 30D | +3.1% | +2.2% | +1.0% | +2.3% |
| 3M | +2.4% | +15.7% | -13.3% | -2.2% |
| 6M | -17.1% | -12.0% | -5.1% | -14.3% |
| YTD | -9.1% | -15.0% | +5.9% | -5.3% |
| 1Y | -23.6% | -20.1% | -3.5% | -19.1% |
| 3Y | +38.8% | -34.6% | +73.5% | +53.7% |
| 5Y | +43.0% | -22.8% | +65.8% | +41.3% |
| All | +43.0% | -21.0% | +64.0% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling