-60.1%
GTLB vs TRMB
-36.0%
-24.0%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.3% |
| 7D | -0.7% | +2.8% | -3.6% | -3.3% |
| 30D | -10.2% | -5.9% | -4.4% | -8.3% |
| 3M | +10.1% | -3.3% | +13.4% | +9.1% |
| 6M | +116.5% | +1.3% | +115.1% | +104.3% |
| YTD | +27.2% | -29.0% | +56.2% | +68.9% |
| 1Y | +8.6% | -27.8% | +36.3% | +41.0% |
| 3Y | +5.6% | +36.3% | -30.7% | -33.6% |
| All | -60.1% | -36.0% | -24.0% | -40.3% |
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