-19.1%
TMUS vs GPN
+20.1%
-39.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -1.3% |
| 7D | +4.9% | -5.6% | +10.5% | +5.7% |
| 30D | +7.7% | +13.6% | -5.9% | +5.5% |
| 3M | -6.8% | -2.8% | -4.0% | -7.2% |
| 6M | -9.7% | +38.1% | -47.7% | -10.9% |
| YTD | -15.0% | +19.9% | -34.9% | -15.0% |
| 1Y | -19.1% | +23.4% | -42.5% | -19.3% |
| All | -19.1% | +20.1% | -39.2% | -19.3% |
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