-12.1%
GTLB vs TRMB
+11.9%
-24.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | +0.1% |
| 7D | -6.6% | -2.9% | -3.7% | -4.5% |
| 30D | +13.7% | -1.8% | +15.5% | +15.5% |
| 3M | +52.9% | +8.4% | +44.5% | +43.6% |
| 6M | +88.5% | -18.5% | +107.0% | +118.9% |
| YTD | +23.4% | -26.7% | +50.2% | +54.9% |
| 1Y | -3.8% | -28.3% | +24.5% | +22.0% |
| All | -12.1% | +11.9% | -24.1% | -17.5% |
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