+96.7%
GD vs TRMB
-38.4%
+135.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.1% |
| 7D | -3.9% | -17.9% | +14.0% | -0.2% |
| 30D | +8.1% | -12.0% | +20.1% | +10.5% |
| 3M | -6.8% | -8.4% | +1.7% | -5.5% |
| 6M | +3.0% | -21.5% | +24.5% | +7.6% |
| YTD | +7.8% | -31.5% | +39.3% | +15.7% |
| 1Y | +5.8% | -33.4% | +39.2% | +14.1% |
| 3Y | +55.3% | +26.5% | +28.8% | +44.9% |
| 5Y | +96.7% | -37.9% | +134.6% | +106.1% |
| All | +96.7% | -38.4% | +135.0% | +106.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling