+238.4%
TMUS vs GPC
+85.6%
+152.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.2% |
| 7D | +3.6% | +1.6% | +2.0% | +3.1% |
| 30D | -3.4% | -2.1% | -1.3% | -2.8% |
| 3M | -9.5% | -6.8% | -2.7% | -7.8% |
| 6M | -15.2% | +18.6% | -33.8% | -19.3% |
| YTD | -18.9% | +2.7% | -21.6% | -20.5% |
| 1Y | -17.7% | +1.8% | -19.5% | -19.2% |
| 3Y | +15.6% | +1.1% | +14.6% | +10.6% |
| 5Y | +38.9% | +4.1% | +34.8% | +29.6% |
| All | +238.4% | +85.6% | +152.8% | +162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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