+816.6%
GLD vs TRMB
+655.4%
+161.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | -0.5% | -2.5% | +2.0% | -0.5% |
| 30D | +4.4% | +1.5% | +2.9% | +4.4% |
| 3M | -1.1% | +6.8% | -7.9% | -1.2% |
| 6M | -13.8% | -14.9% | +1.2% | -13.6% |
| YTD | +2.6% | -24.1% | +26.7% | +3.1% |
| 1Y | +24.5% | -25.4% | +49.9% | +25.0% |
| 3Y | +125.8% | +8.0% | +117.8% | +124.7% |
| 5Y | +137.8% | -37.3% | +175.1% | +138.3% |
| 10Y | +221.4% | +116.8% | +104.6% | +214.5% |
| All | +816.6% | +655.4% | +161.1% | +730.7% |
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