+240.8%
TMUS vs GRMN
+655.8%
-415.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | +9.5% | +6.3% | +3.2% | +8.0% |
| 30D | +13.8% | +7.6% | +6.2% | +11.8% |
| 3M | -4.6% | -7.5% | +2.9% | -3.1% |
| 6M | -11.7% | +21.2% | -32.9% | -16.1% |
| YTD | -15.4% | +44.0% | -59.4% | -23.5% |
| 1Y | -16.1% | +44.7% | -60.9% | -24.4% |
| 3Y | +20.5% | +160.5% | -140.1% | -15.2% |
| 5Y | +48.7% | +124.6% | -75.9% | +9.2% |
| 10Y | +240.8% | +651.6% | -410.8% | +67.2% |
| All | +240.8% | +655.8% | -415.0% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling