+115.7%
TRMB vs GAP
+30.3%
+85.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.2% | -1.3% |
| 7D | -2.9% | -3.2% | +0.3% | -2.2% |
| 30D | -1.8% | -0.7% | -1.1% | -1.9% |
| 3M | +8.4% | -0.5% | +8.9% | +8.0% |
| 6M | -18.5% | -5.0% | -13.5% | -18.7% |
| YTD | -26.7% | -14.7% | -12.1% | -25.4% |
| 1Y | -28.3% | -8.6% | -19.7% | -28.5% |
| 3Y | +12.6% | +108.4% | -95.8% | -14.7% |
| 5Y | -38.7% | +5.8% | -44.5% | -48.5% |
| All | +115.7% | +30.3% | +85.4% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling