+2,064.0%
GS vs TRMB
+3,019.7%
-955.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +0.9% | -2.5% | +3.5% | +1.7% |
| 30D | -1.6% | +1.5% | -3.1% | -2.2% |
| 3M | -4.5% | +6.8% | -11.2% | -7.0% |
| 6M | +20.9% | -14.9% | +35.8% | +25.8% |
| YTD | +19.9% | -24.1% | +44.0% | +28.9% |
| 1Y | +41.4% | -25.4% | +66.8% | +52.6% |
| 3Y | +239.2% | +8.0% | +231.2% | +226.9% |
| 5Y | +185.0% | -37.3% | +222.4% | +215.5% |
| 10Y | +655.0% | +116.8% | +538.2% | +478.5% |
| All | +2,064.0% | +3,019.7% | -955.7% | +710.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling