+28,416.1%
GD vs TRMB
+3,075.6%
+25,340.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -17.3% | +14.7% | -0.7% |
| 7D | +3.0% | -15.7% | +18.7% | +4.8% |
| 30D | +10.5% | -7.8% | +18.3% | +11.3% |
| 3M | -5.0% | -9.3% | +4.3% | -4.2% |
| 6M | +5.5% | -20.8% | +26.3% | +7.8% |
| YTD | +10.3% | -30.8% | +41.1% | +14.3% |
| 1Y | +8.2% | -31.0% | +39.1% | +12.0% |
| 3Y | +59.0% | +27.9% | +31.1% | +53.2% |
| 5Y | +104.3% | -37.4% | +141.6% | +110.0% |
| 10Y | +202.4% | +109.7% | +92.7% | +173.6% |
| All | +28,416.1% | +3,075.6% | +25,340.5% | +19,933.7% |
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 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