+93.6%
GD vs TRMB
-39.0%
+132.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -5.0% | -16.7% | +11.7% | -1.6% |
| 30D | +8.9% | -9.9% | +18.8% | +10.9% |
| 3M | -8.0% | -7.6% | -0.5% | -7.0% |
| 6M | +2.9% | -14.7% | +17.6% | +5.6% |
| YTD | +7.1% | -30.9% | +38.0% | +14.7% |
| 1Y | +5.9% | -31.3% | +37.3% | +13.5% |
| 3Y | +53.9% | +29.4% | +24.4% | +42.9% |
| All | +93.6% | -39.0% | +132.6% | +102.7% |
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 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