+290.8%
TMUS vs GRMN
+899.3%
-608.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +2.0% | +3.6% |
| 7D | +5.3% | +6.4% | -1.0% | +3.7% |
| 30D | +13.5% | +8.7% | +4.8% | +10.9% |
| 3M | -4.2% | -5.8% | +1.5% | -3.0% |
| 6M | -11.9% | +22.5% | -34.4% | -17.2% |
| YTD | -15.6% | +45.6% | -61.2% | -25.0% |
| 1Y | -16.8% | +47.5% | -64.2% | -26.4% |
| 3Y | +20.8% | +166.2% | -145.4% | -14.1% |
| 5Y | +48.0% | +124.1% | -76.0% | +9.2% |
| 10Y | +234.7% | +668.0% | -433.3% | +68.4% |
| All | +290.8% | +899.3% | -608.5% | +46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling