+320.5%
TMUS vs GRMN
+845.0%
-524.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.4% | -3.4% |
| 7D | +0.1% | -2.9% | +2.9% | +0.8% |
| 30D | +5.3% | -8.4% | +13.7% | +7.6% |
| 3M | +3.1% | +15.0% | -11.9% | -1.2% |
| 6M | -16.5% | +11.2% | -27.7% | -19.6% |
| YTD | -9.2% | +37.7% | -46.9% | -17.9% |
| 1Y | -26.5% | +18.5% | -45.0% | -31.1% |
| 3Y | +39.0% | +175.8% | -136.8% | -2.4% |
| 5Y | +40.4% | +75.1% | -34.7% | +11.3% |
| 10Y | +303.7% | +637.0% | -333.3% | +105.7% |
| All | +320.5% | +845.0% | -524.6% | +59.8% |
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