+317.5%
TMUS vs GWRE
+131.0%
+186.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.8% |
| 7D | +0.4% | -13.2% | +13.7% | +3.0% |
| 30D | +3.5% | -18.6% | +22.1% | +6.8% |
| 3M | -1.3% | +18.9% | -20.2% | -5.3% |
| 6M | -13.6% | -11.0% | -2.7% | -13.6% |
| YTD | -8.8% | -29.9% | +21.1% | -4.6% |
| 1Y | -22.9% | -44.3% | +21.5% | -15.4% |
| 3Y | +36.7% | +51.7% | -15.0% | +13.0% |
| 5Y | +46.6% | +15.4% | +31.2% | +28.4% |
| All | +317.5% | +131.0% | +186.5% | +205.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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