+739.4%
GLD vs TRMB
+587.3%
+152.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | +4.7% | -16.7% | +21.4% | +5.0% |
| 30D | -0.9% | -9.9% | +9.0% | -0.8% |
| 3M | -4.4% | -7.6% | +3.2% | -4.4% |
| 6M | -13.6% | -14.7% | +1.1% | -13.4% |
| YTD | -6.0% | -30.9% | +24.9% | -5.5% |
| 1Y | +1.8% | -31.3% | +33.1% | +2.3% |
| 3Y | +103.2% | +29.4% | +73.8% | +101.4% |
| 5Y | +119.3% | -37.4% | +156.7% | +119.7% |
| 10Y | +199.5% | +109.2% | +90.3% | +193.1% |
| All | +739.4% | +587.3% | +152.1% | +661.4% |
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