+452.7%
GS vs TRMB
+103.7%
+349.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.8% |
| 7D | -3.2% | -16.7% | +13.5% | +3.8% |
| 30D | -2.4% | -9.9% | +7.5% | +0.8% |
| 3M | -15.7% | -7.6% | -8.2% | -14.4% |
| 6M | -6.8% | -14.7% | +7.9% | -2.5% |
| YTD | -0.1% | -30.9% | +30.9% | +15.2% |
| 1Y | +12.1% | -31.3% | +43.4% | +29.4% |
| 3Y | +185.8% | +29.4% | +156.4% | +143.2% |
| 5Y | +140.1% | -37.4% | +177.4% | +175.5% |
| All | +452.7% | +103.7% | +349.1% | +266.3% |
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