+17.7%
GFS vs TRMB
-31.2%
+48.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -17.3% | +11.4% | -3.8% |
| 7D | -12.5% | -15.7% | +3.2% | -10.6% |
| 30D | -16.9% | -7.8% | -9.2% | -15.7% |
| 3M | -22.3% | -9.3% | -13.0% | -20.8% |
| 6M | -40.2% | -20.8% | -19.4% | -34.3% |
| YTD | +16.0% | -30.8% | +46.7% | +33.1% |
| 1Y | +17.7% | -31.0% | +48.6% | +34.9% |
| All | +17.7% | -31.2% | +48.9% | +34.9% |
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