-2.7%
GFS vs TRMB
-31.7%
+29.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.5% |
| 7D | +2.6% | -0.3% | +2.9% | +2.8% |
| 30D | -16.4% | -1.2% | -15.2% | -16.1% |
| 3M | -41.6% | +9.6% | -51.2% | -46.5% |
| 6M | -3.7% | -16.1% | +12.4% | +7.0% |
| YTD | +29.3% | -25.0% | +54.3% | +53.7% |
| 1Y | +37.1% | -27.7% | +64.8% | +67.7% |
| 3Y | -22.1% | +15.3% | -37.4% | -34.2% |
| All | -2.7% | -31.7% | +29.0% | +17.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling