+32.8%
TMUS vs GNRC
+57.0%
-24.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | -0.1% |
| 7D | -5.8% | -0.7% | -5.0% | -5.8% |
| 30D | -0.2% | -15.8% | +15.6% | +0.1% |
| 3M | -4.0% | -24.0% | +20.1% | -3.9% |
| 6M | -18.1% | -13.8% | -4.3% | -18.7% |
| YTD | -11.3% | +33.2% | -44.6% | -13.7% |
| 1Y | -24.7% | -1.8% | -22.9% | -25.9% |
| All | +32.8% | +57.0% | -24.2% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling