+42.0%
TMUS vs GPC
+30.9%
+11.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -3.7% |
| 7D | +0.1% | +1.2% | -1.1% | -0.2% |
| 30D | +5.3% | +6.0% | -0.7% | +4.0% |
| 3M | +3.1% | +42.6% | -39.5% | -4.3% |
| 6M | -16.5% | +22.8% | -39.2% | -20.1% |
| YTD | -9.2% | +15.5% | -24.6% | -12.6% |
| 1Y | -26.5% | +2.0% | -28.5% | -27.3% |
| 3Y | +39.0% | -1.4% | +40.4% | +36.0% |
| All | +42.0% | +30.9% | +11.1% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling