+57.7%
GEV vs TRMB
-24.7%
+82.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.1% |
| 7D | +3.3% | -2.5% | +5.8% | +3.6% |
| 30D | -7.5% | +1.5% | -9.0% | -7.5% |
| 3M | -2.2% | +6.8% | -8.9% | -2.9% |
| 6M | +12.1% | -14.9% | +27.0% | +17.2% |
| YTD | +44.4% | -24.1% | +68.5% | +58.2% |
| 1Y | +57.7% | -25.4% | +83.1% | +73.9% |
| All | +57.7% | -24.7% | +82.3% | +73.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling