+320.5%
TMUS vs GIS
+147.8%
+172.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -2.5% |
| 7D | +0.1% | -7.8% | +7.9% | +3.3% |
| 30D | +5.3% | +6.6% | -1.3% | +2.5% |
| 3M | +3.1% | +21.0% | -17.8% | -4.5% |
| 6M | -16.5% | -9.1% | -7.4% | -13.7% |
| YTD | -9.2% | -13.6% | +4.5% | -4.5% |
| 1Y | -26.5% | -18.0% | -8.5% | -21.3% |
| 3Y | +39.0% | -33.7% | +72.7% | +59.2% |
| 5Y | +40.4% | -19.4% | +59.8% | +45.9% |
| 10Y | +303.7% | -21.3% | +325.0% | +312.7% |
| All | +320.5% | +147.8% | +172.7% | +113.9% |
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