+42.4%
TMUS vs GPN
-46.4%
+88.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.4% |
| 7D | -5.8% | -3.5% | -2.3% | -5.3% |
| 30D | -0.2% | +3.1% | -3.4% | -0.7% |
| 3M | -4.0% | +42.3% | -46.3% | -8.7% |
| 6M | -18.1% | +20.9% | -39.0% | -20.5% |
| YTD | -11.3% | +15.2% | -26.6% | -13.6% |
| 1Y | -24.7% | +5.4% | -30.2% | -25.8% |
| 3Y | +35.4% | -27.4% | +62.8% | +40.5% |
| 5Y | +42.4% | -44.2% | +86.6% | +51.6% |
| All | +42.4% | -46.4% | +88.8% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling