-52.0%
GTLB vs TRMB
-27.6%
-24.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +2.1% |
| 7D | +11.1% | -2.5% | +13.6% | +13.7% |
| 30D | +37.8% | +1.5% | +36.3% | +35.9% |
| 3M | +61.6% | +6.8% | +54.8% | +50.7% |
| 6M | +98.9% | -14.9% | +113.9% | +131.0% |
| YTD | +32.8% | -24.1% | +56.9% | +72.4% |
| 1Y | +14.7% | -25.4% | +40.0% | +50.0% |
| 3Y | +1.3% | +8.0% | -6.7% | -14.0% |
| All | -52.0% | -27.6% | -24.5% | -28.7% |
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