-21.1%
GIS vs TRMB
+121.9%
-142.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | -6.4% | -3.0% | -3.3% | -6.2% |
| 30D | -6.1% | +2.3% | -8.4% | -6.2% |
| 3M | +7.8% | +15.3% | -7.5% | +7.3% |
| 6M | -8.8% | -14.7% | +5.9% | -8.4% |
| YTD | -19.1% | -26.4% | +7.3% | -18.5% |
| 1Y | -24.8% | -30.4% | +5.6% | -24.0% |
| 3Y | -37.6% | +13.5% | -51.1% | -38.4% |
| 5Y | -25.4% | -38.6% | +13.2% | -24.8% |
| All | -21.1% | +121.9% | -142.9% | -27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling