+27,852.4%
GD vs TRMB
+3,381.2%
+24,471.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.7% |
| 7D | -5.3% | -2.5% | -2.7% | -5.0% |
| 30D | -6.4% | +1.5% | -7.9% | -6.6% |
| 3M | +5.7% | +6.8% | -1.1% | +4.8% |
| 6M | -0.9% | -14.9% | +14.0% | +0.6% |
| YTD | +8.2% | -24.1% | +32.3% | +11.1% |
| 1Y | +13.4% | -25.4% | +38.8% | +16.7% |
| 3Y | +68.5% | +8.0% | +60.5% | +65.2% |
| 5Y | +97.2% | -37.3% | +134.5% | +102.9% |
| 10Y | +190.2% | +116.8% | +73.4% | +161.6% |
| All | +27,852.4% | +3,381.2% | +24,471.3% | +19,379.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling