+296.2%
TMUS vs GIS
+121.0%
+175.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | +0.1% |
| 7D | +6.5% | -8.1% | +14.6% | +10.0% |
| 30D | +11.3% | +5.3% | +5.9% | +8.9% |
| 3M | -2.9% | -10.5% | +7.6% | +1.1% |
| 6M | -10.5% | +1.8% | -12.3% | -11.5% |
| YTD | -14.4% | -22.9% | +8.5% | -6.1% |
| 1Y | -17.9% | -22.9% | +5.1% | -10.0% |
| 3Y | +21.9% | -40.5% | +62.4% | +45.5% |
| 5Y | +52.1% | -34.9% | +87.0% | +72.3% |
| 10Y | +242.4% | -19.0% | +261.3% | +236.4% |
| All | +296.2% | +121.0% | +175.2% | +110.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling