+52.8%
TMUS vs GPC
+6.4%
+46.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.0% |
| 7D | +8.2% | -2.1% | +10.3% | +8.7% |
| 30D | +13.4% | -4.5% | +17.9% | +14.5% |
| 3M | -3.0% | -7.7% | +4.6% | -1.4% |
| 6M | -8.8% | +24.3% | -33.1% | -13.0% |
| YTD | -13.8% | +3.5% | -17.3% | -15.3% |
| 1Y | -17.1% | +0.7% | -17.8% | -18.0% |
| 3Y | +22.7% | 0.0% | +22.7% | +17.7% |
| 5Y | +52.8% | +5.8% | +47.0% | +34.4% |
| All | +52.8% | +6.4% | +46.4% | +34.4% |
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