+157.4%
GS vs TRMB
-37.9%
+195.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +1.6% | -16.6% | +18.1% | +8.1% |
| 30D | +1.7% | -8.9% | +10.5% | +4.0% |
| 3M | -11.6% | -6.3% | -5.3% | -11.0% |
| 6M | -1.9% | -10.0% | +8.0% | -0.1% |
| YTD | +5.1% | -30.1% | +35.2% | +20.0% |
| 1Y | +16.4% | -31.3% | +47.7% | +33.9% |
| 3Y | +199.0% | +30.8% | +168.1% | +162.5% |
| 5Y | +157.4% | -35.9% | +193.4% | +175.9% |
| All | +157.4% | -37.9% | +195.3% | +175.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling