+317.5%
TMUS vs GNRC
+448.8%
-131.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +2.5% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | +3.5% | -15.7% | +19.3% | +5.7% |
| 3M | -1.3% | -27.3% | +26.0% | +2.0% |
| 6M | -13.6% | -12.1% | -1.6% | -13.6% |
| YTD | -8.8% | +37.1% | -45.9% | -14.7% |
| 1Y | -22.9% | -0.5% | -22.4% | -24.9% |
| 3Y | +36.7% | +61.5% | -24.8% | +19.9% |
| 5Y | +46.6% | -58.6% | +105.2% | +60.4% |
| All | +317.5% | +448.8% | -131.3% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling