-38.5%
GFS vs TRMB
-38.8%
+0.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.1% | -8.7% | -9.1% |
| 7D | -20.7% | -17.9% | -2.8% | -10.9% |
| 30D | -25.2% | -12.0% | -13.2% | -20.1% |
| 3M | -26.3% | -8.4% | -17.9% | -23.9% |
| 6M | -50.7% | -21.5% | -29.2% | -44.1% |
| YTD | +4.5% | -31.5% | +36.1% | +29.3% |
| 1Y | +2.5% | -33.4% | +35.9% | +29.3% |
| 3Y | -30.9% | +26.5% | -57.4% | -46.6% |
| All | -38.5% | -38.8% | +0.3% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling