+41.9%
TMUS vs GNRC
-58.2%
+100.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -2.3% |
| 7D | -5.3% | +3.2% | -8.5% | -5.5% |
| 30D | +0.1% | -9.5% | +9.6% | +0.6% |
| 3M | -0.6% | -28.5% | +27.9% | +1.1% |
| 6M | -17.5% | -10.0% | -7.6% | -17.9% |
| YTD | -11.3% | +36.7% | -48.0% | -14.7% |
| 1Y | -25.4% | +2.6% | -28.0% | -26.8% |
| 3Y | +35.5% | +61.9% | -26.4% | +25.5% |
| 5Y | +41.9% | -59.0% | +100.9% | +34.4% |
| All | +41.9% | -58.2% | +100.1% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling