-17.4%
GIS vs TRMB
-31.2%
+13.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -17.3% | +22.5% | +6.4% |
| 7D | +8.5% | -15.7% | +24.2% | +9.4% |
| 30D | +15.3% | -7.8% | +23.1% | +14.5% |
| 3M | +0.9% | -9.3% | +10.2% | +0.3% |
| 6M | +7.9% | -20.8% | +28.8% | +4.6% |
| YTD | -17.6% | -30.8% | +13.2% | -20.8% |
| 1Y | -17.4% | -31.0% | +13.6% | -20.6% |
| All | -17.4% | -31.2% | +13.9% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling