+627.7%
GEV vs TRMB
-9.8%
+637.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.3% | -0.9% |
| 7D | +3.2% | -2.9% | +6.0% | +4.7% |
| 30D | -4.0% | -1.8% | -2.2% | -3.5% |
| 3M | +3.4% | +8.4% | -5.0% | -2.5% |
| 6M | +14.7% | -18.5% | +33.2% | +27.6% |
| YTD | +45.8% | -26.7% | +72.5% | +72.6% |
| 1Y | +57.4% | -28.3% | +85.7% | +88.9% |
| All | +627.7% | -9.8% | +637.4% | +645.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling