+643.2%
GEV vs TRMB
-7.6%
+650.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.7% |
| 7D | +8.1% | -0.3% | +8.4% | +8.2% |
| 30D | -1.9% | -1.2% | -0.7% | -1.6% |
| 3M | +4.1% | +9.6% | -5.5% | -2.3% |
| 6M | +23.2% | -16.1% | +39.3% | +35.0% |
| YTD | +48.9% | -25.0% | +73.9% | +74.2% |
| 1Y | +62.2% | -27.7% | +89.9% | +94.6% |
| All | +643.2% | -7.6% | +650.8% | +652.3% |
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