+320.9%
TMUS vs GPN
+395.8%
-74.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +1.3% |
| 7D | -0.3% | -0.7% | +0.5% | 0.0% |
| 30D | +3.1% | +3.8% | -0.7% | +1.6% |
| 3M | +2.4% | +39.2% | -36.8% | -9.5% |
| 6M | -17.1% | +17.9% | -35.0% | -22.8% |
| YTD | -9.1% | +16.4% | -25.4% | -16.1% |
| 1Y | -23.6% | +3.6% | -27.3% | -26.8% |
| 3Y | +38.8% | -26.7% | +65.5% | +44.7% |
| 5Y | +43.0% | -44.8% | +87.7% | +60.2% |
| 10Y | +309.1% | +24.1% | +285.0% | +176.9% |
| All | +320.9% | +395.8% | -74.9% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling