+23.0%
GSK vs TRMB
-29.0%
+52.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -1.0% |
| 7D | -5.4% | -5.4% | 0.0% | -5.0% |
| 30D | -4.6% | -2.0% | -2.6% | -4.5% |
| 3M | -5.1% | +12.3% | -17.4% | -5.6% |
| 6M | -11.4% | -17.6% | +6.2% | -10.7% |
| YTD | +0.7% | -27.5% | +28.2% | +2.6% |
| 1Y | +23.0% | -29.1% | +52.1% | +25.2% |
| All | +23.0% | -29.0% | +52.0% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling