+458.9%
GS vs TRMB
+109.2%
+349.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.3% | +0.4% |
| 7D | -0.1% | +4.1% | -4.2% | -1.9% |
| 30D | +3.7% | -5.1% | +8.7% | +4.5% |
| 3M | -10.0% | -2.6% | -7.4% | -10.7% |
| 6M | -1.0% | -2.7% | +1.7% | -2.6% |
| YTD | +7.0% | -27.9% | +34.9% | +20.9% |
| 1Y | +16.6% | -29.0% | +45.7% | +32.7% |
| 3Y | +204.4% | +35.0% | +169.5% | +154.2% |
| 5Y | +160.0% | -33.9% | +193.9% | +191.2% |
| 10Y | +458.9% | +106.1% | +352.7% | +256.1% |
| All | +458.9% | +109.2% | +349.7% | +256.1% |
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