+5.5%
GD vs TRMB
-31.3%
+36.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +2.1% |
| 7D | -3.0% | -17.0% | +13.9% | -0.3% |
| 30D | +9.3% | -9.0% | +18.3% | +10.7% |
| 3M | -7.2% | -8.1% | +0.9% | -6.2% |
| 6M | +5.5% | -10.1% | +15.5% | +7.3% |
| YTD | +9.5% | -30.2% | +39.7% | +17.7% |
| All | +5.5% | -31.3% | +36.7% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling