+293.7%
TMUS vs GPN
+411.0%
-117.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -2.1% |
| 7D | +4.9% | -5.6% | +10.5% | +6.6% |
| 30D | +7.7% | +13.6% | -5.9% | +2.3% |
| 3M | -6.8% | -2.8% | -4.0% | -6.5% |
| 6M | -9.7% | +38.1% | -47.7% | -20.7% |
| YTD | -15.0% | +19.9% | -34.9% | -22.9% |
| 1Y | -19.1% | +23.4% | -42.5% | -27.6% |
| 3Y | +21.4% | -12.6% | +34.1% | +17.2% |
| 5Y | +51.2% | -26.6% | +77.8% | +49.1% |
| 10Y | +240.2% | +40.4% | +199.8% | +115.5% |
| All | +293.7% | +411.0% | -117.3% | +6.8% |
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 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