+39.3%
GEHC vs TRMB
+2.8%
+36.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.6% |
| 7D | +0.8% | +2.8% | -2.1% | -0.2% |
| 30D | +21.3% | -5.9% | +27.2% | +21.8% |
| 3M | +12.6% | -3.3% | +15.9% | +11.6% |
| 6M | +34.3% | +1.3% | +32.9% | +30.3% |
| YTD | +1.4% | -29.0% | +30.4% | +12.5% |
| 1Y | +12.5% | -27.8% | +40.2% | +24.0% |
| 3Y | +19.2% | +36.3% | -17.1% | +9.3% |
| All | +39.3% | +2.8% | +36.4% | +28.4% |
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