-7.2%
GLD vs TRMB
-31.7%
+24.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.1% |
| 7D | -4.6% | +2.8% | -7.4% | -4.5% |
| 30D | -5.5% | -5.9% | +0.4% | -6.1% |
| 3M | -10.9% | -3.3% | -7.6% | -11.5% |
| 6M | -17.4% | +1.3% | -18.8% | -17.9% |
| YTD | -10.3% | -29.0% | +18.7% | -11.5% |
| 1Y | -7.2% | -27.8% | +20.6% | -8.5% |
| All | -7.2% | -31.7% | +24.6% | -8.5% |
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 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