+554.2%
GLW vs TRMB
+103.0%
+451.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.3% |
| 7D | +15.5% | +4.1% | +11.5% | +13.6% |
| 30D | -19.6% | -7.0% | -12.6% | -17.4% |
| 3M | -28.5% | -0.9% | -27.6% | -29.1% |
| 6M | -39.5% | -1.2% | -38.3% | -40.8% |
| YTD | +37.2% | -28.7% | +65.9% | +54.4% |
| 1Y | +35.4% | -32.1% | +67.5% | +56.3% |
| 3Y | +359.7% | +33.4% | +326.3% | +274.2% |
| 5Y | +244.0% | -35.6% | +279.6% | +285.9% |
| All | +554.2% | +103.0% | +451.2% | +322.0% |
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