+243.0%
GS vs TRMB
+8.5%
+234.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | +0.9% | -2.5% | +3.5% | +2.2% |
| 30D | -1.6% | +1.5% | -3.1% | -2.5% |
| 3M | -4.5% | +6.8% | -11.2% | -8.4% |
| 6M | +20.9% | -14.9% | +35.8% | +30.4% |
| YTD | +19.9% | -24.1% | +44.0% | +37.3% |
| 1Y | +41.4% | -25.4% | +66.8% | +62.9% |
| All | +243.0% | +8.5% | +234.4% | +224.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling