-37.2%
TRMB vs GAP
+11.7%
-48.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.1% |
| 7D | -0.3% | +1.7% | -2.0% | -0.6% |
| 30D | -1.2% | +9.3% | -10.6% | -3.5% |
| 3M | +9.6% | +6.1% | +3.5% | +7.7% |
| 6M | -16.1% | -2.3% | -13.8% | -16.8% |
| YTD | -25.0% | -10.6% | -14.4% | -24.5% |
| 1Y | -27.7% | -4.4% | -23.3% | -28.6% |
| 3Y | +15.3% | +118.3% | -103.0% | -14.3% |
| All | -37.2% | +11.7% | -48.9% | -52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling