-2.4%
GFS vs TRMB
-30.8%
+28.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +2.2% |
| 7D | +1.0% | -2.5% | +3.5% | +2.7% |
| 30D | -8.6% | +1.5% | -10.1% | -9.9% |
| 3M | -46.5% | +6.8% | -53.3% | -49.9% |
| 6M | -4.8% | -14.9% | +10.1% | +4.8% |
| YTD | +29.7% | -24.1% | +53.8% | +53.0% |
| 1Y | +35.8% | -25.4% | +61.2% | +62.3% |
| 3Y | -18.3% | +8.0% | -26.3% | -27.4% |
| All | -2.4% | -30.8% | +28.4% | +16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling