+188.5%
GD vs TRMB
+105.7%
+82.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | -5.0% | -16.7% | +11.7% | -0.4% |
| 30D | +8.9% | -9.9% | +18.8% | +11.6% |
| 3M | -8.0% | -7.6% | -0.5% | -6.7% |
| 6M | +2.9% | -14.7% | +17.6% | +6.4% |
| YTD | +7.1% | -30.9% | +38.0% | +17.3% |
| 1Y | +5.9% | -31.3% | +37.3% | +16.1% |
| 3Y | +53.9% | +29.4% | +24.4% | +36.1% |
| 5Y | +95.4% | -37.4% | +132.8% | +111.1% |
| All | +188.5% | +105.7% | +82.8% | +106.7% |
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