+167.9%
GD vs TRMB
+105.4%
+62.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.2% | -1.0% |
| 7D | +0.6% | +4.1% | -3.5% | -0.5% |
| 30D | +9.5% | -5.1% | +14.5% | +10.4% |
| 3M | -5.8% | -2.6% | -3.3% | -5.9% |
| 6M | +7.7% | -2.7% | +10.4% | +7.2% |
| YTD | +11.1% | -27.9% | +39.0% | +20.2% |
| 1Y | +6.1% | -29.0% | +35.1% | +15.2% |
| 3Y | +59.8% | +35.0% | +24.9% | +39.7% |
| 5Y | +104.6% | -33.9% | +138.5% | +117.5% |
| All | +167.9% | +105.4% | +62.6% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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