+1,149.3%
GIS vs TRMB
+3,340.8%
-2,191.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | -8.3% | -0.3% | -8.0% | -8.3% |
| 30D | +2.2% | -1.2% | +3.4% | +2.2% |
| 3M | +15.7% | +9.6% | +6.1% | +15.3% |
| 6M | -12.0% | -16.1% | +4.2% | -11.4% |
| YTD | -15.0% | -25.0% | +10.0% | -14.1% |
| 1Y | -20.1% | -27.7% | +7.6% | -19.3% |
| 3Y | -34.6% | +15.3% | -49.9% | -35.3% |
| 5Y | -22.8% | -37.4% | +14.6% | -22.3% |
| 10Y | -18.5% | +117.5% | -136.0% | -22.5% |
| All | +1,149.3% | +3,340.8% | -2,191.5% | +835.2% |
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 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