-23.5%
GFS vs TRMB
-35.0%
+11.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | +0.2% |
| 7D | +17.2% | +4.1% | +13.1% | +14.4% |
| 30D | -8.7% | -7.0% | -1.8% | -5.7% |
| 3M | -19.7% | -0.9% | -18.7% | -21.2% |
| 6M | -40.7% | -1.2% | -39.5% | -42.8% |
| YTD | +22.5% | -28.7% | +51.3% | +47.9% |
| 1Y | +25.2% | -32.1% | +57.3% | +56.7% |
| 3Y | -17.7% | +33.4% | -51.1% | -38.6% |
| 5Y | -23.5% | -35.6% | +12.1% | -2.2% |
| All | -23.5% | -35.0% | +11.5% | -2.2% |
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