-26.5%
TMUS vs GPN
+8.1%
-34.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -3.5% |
| 7D | +0.1% | +0.8% | -0.7% | 0.0% |
| 30D | +5.3% | +5.8% | -0.5% | +4.6% |
| 3M | +3.1% | +37.0% | -33.9% | +1.6% |
| 6M | -16.5% | +20.1% | -36.6% | -17.7% |
| YTD | -9.2% | +20.4% | -29.6% | -9.5% |
| 1Y | -26.5% | +7.4% | -33.9% | -26.7% |
| All | -26.5% | +8.1% | -34.5% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 1y: compounded portfolio wealth divided by compounded GPN 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…
1y analysis · Full analysis span regression · 6 months rolling