+1,032.6%
GME vs TRMB
+2,551.0%
-1,518.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.7% | 0.0% |
| 7D | +7.2% | -2.5% | +9.7% | +8.1% |
| 30D | +0.8% | +1.5% | -0.7% | +0.2% |
| 3M | -14.0% | +6.8% | -20.7% | -16.3% |
| 6M | -19.7% | -14.9% | -4.8% | -16.2% |
| YTD | -4.6% | -24.1% | +19.5% | +3.1% |
| 1Y | -14.3% | -25.4% | +11.0% | -7.2% |
| 3Y | +4.0% | +8.0% | -4.0% | -1.9% |
| 5Y | -62.2% | -37.3% | -24.9% | -57.3% |
| 10Y | +241.4% | +116.8% | +124.6% | +144.5% |
| All | +1,032.6% | +2,551.0% | -1,518.4% | +265.0% |
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 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