+1,839.5%
TMUS vs GNRC
+2,087.1%
-247.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.4% | -5.8% | -3.8% |
| 7D | +0.1% | +1.9% | -1.8% | -0.2% |
| 30D | +5.3% | -13.8% | +19.1% | +7.4% |
| 3M | +3.1% | -32.6% | +35.8% | +8.5% |
| 6M | -16.5% | -15.2% | -1.3% | -15.9% |
| YTD | -9.2% | +37.4% | -46.5% | -15.9% |
| 1Y | -26.5% | +5.1% | -31.6% | -29.4% |
| 3Y | +39.0% | +57.5% | -18.5% | +20.6% |
| 5Y | +40.4% | -58.7% | +99.1% | +49.2% |
| 10Y | +303.7% | +395.5% | -91.8% | +132.9% |
| All | +1,839.5% | +2,087.1% | -247.6% | +573.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling