+23.8%
GH vs TRMB
-37.5%
+61.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.6% |
| 7D | -2.1% | -0.3% | -1.8% | -1.9% |
| 30D | -4.5% | -1.2% | -3.2% | -4.1% |
| 3M | +28.9% | +9.6% | +19.3% | +17.0% |
| 6M | +76.5% | -16.1% | +92.6% | +98.5% |
| YTD | +57.6% | -25.0% | +82.6% | +92.9% |
| 1Y | +167.5% | -27.7% | +195.2% | +232.9% |
| 3Y | +377.4% | +15.3% | +362.1% | +260.1% |
| 5Y | +23.8% | -37.4% | +61.2% | +41.9% |
| All | +23.8% | -37.5% | +61.4% | +41.9% |
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