+478.5%
GS vs TRMB
+105.8%
+372.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +4.2% |
| 7D | +0.8% | -17.0% | +17.8% | +8.3% |
| 30D | +1.2% | -9.0% | +10.2% | +4.1% |
| 3M | -12.4% | -8.1% | -4.3% | -10.7% |
| 6M | -2.3% | -10.1% | +7.7% | -0.3% |
| YTD | +4.6% | -30.2% | +34.8% | +20.0% |
| 1Y | +17.5% | -30.7% | +48.2% | +35.1% |
| 3Y | +202.0% | +32.6% | +169.4% | +154.3% |
| 5Y | +152.4% | -38.1% | +190.5% | +191.7% |
| 10Y | +478.5% | +98.9% | +379.6% | +281.6% |
| All | +478.5% | +105.8% | +372.7% | +281.6% |
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