+43.0%
TMUS vs GRMN
+76.7%
-33.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -0.3% | +0.2% | -0.4% | -0.3% |
| 30D | +3.1% | -11.3% | +14.5% | +4.3% |
| 3M | +2.4% | +17.7% | -15.3% | +0.6% |
| 6M | -17.1% | +14.2% | -31.2% | -18.4% |
| YTD | -9.1% | +37.0% | -46.1% | -12.6% |
| 1Y | -23.6% | +17.0% | -40.6% | -25.2% |
| 3Y | +38.8% | +183.2% | -144.4% | +9.0% |
| 5Y | +43.0% | +77.3% | -34.3% | +22.7% |
| All | +43.0% | +76.7% | -33.7% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling