+33.0%
TMUS vs GPN
-28.6%
+61.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -2.1% |
| 7D | -5.3% | -6.2% | +0.9% | -4.7% |
| 30D | +0.1% | +1.0% | -0.9% | 0.0% |
| 3M | -0.6% | +36.9% | -37.5% | -3.0% |
| 6M | -17.5% | +16.8% | -34.3% | -18.6% |
| YTD | -11.3% | +13.2% | -24.5% | -12.2% |
| 1Y | -25.4% | +1.4% | -26.8% | -25.5% |
| All | +33.0% | -28.6% | +61.6% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling