-19.4%
GFS vs TRMB
+8.5%
-27.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +2.1% |
| 7D | +1.0% | -2.5% | +3.5% | +2.5% |
| 30D | -8.6% | +1.5% | -10.1% | -9.7% |
| 3M | -46.5% | +6.8% | -53.3% | -49.3% |
| 6M | -4.8% | -14.9% | +10.1% | +4.8% |
| YTD | +29.7% | -24.1% | +53.8% | +52.8% |
| 1Y | +35.8% | -25.4% | +61.2% | +62.1% |
| All | -19.4% | +8.5% | -27.9% | -29.5% |
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