+317.5%
TMUS vs GPN
+28.2%
+289.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | +0.4% | -4.6% | +5.0% | +1.6% |
| 30D | +3.5% | -0.3% | +3.8% | +3.5% |
| 3M | -1.3% | +35.4% | -36.7% | -8.5% |
| 6M | -13.6% | +21.7% | -35.3% | -18.2% |
| YTD | -8.8% | +14.9% | -23.6% | -13.0% |
| 1Y | -22.9% | +3.2% | -26.1% | -24.7% |
| 3Y | +36.7% | -27.1% | +63.9% | +42.6% |
| 5Y | +46.6% | -44.4% | +91.0% | +62.1% |
| All | +317.5% | +28.2% | +289.3% | +258.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling