-54.1%
GTLB vs TRMB
-32.2%
-21.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +69.0% |
| 1Y | +8.6% | -27.8% | +36.3% | +41.1% |
| 3Y | +5.6% | +36.3% | -30.7% | -33.7% |
| 5Y | -61.8% | -35.8% | -26.0% | -39.2% |
| All | -54.1% | -32.2% | -21.8% | -30.1% |
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