+3,117.7%
TRMB vs GAP
+1,803.0%
+1,314.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +2.8% | -1.9% | +4.7% | +3.3% |
| 30D | -5.9% | -7.1% | +1.2% | -4.8% |
| 3M | -3.3% | +4.1% | -7.4% | -5.2% |
| 6M | +1.3% | +1.9% | -0.6% | -1.0% |
| YTD | -29.0% | -15.2% | -13.8% | -28.1% |
| 1Y | -27.8% | -10.6% | -17.1% | -27.9% |
| 3Y | +36.3% | +74.6% | -38.3% | +8.3% |
| 5Y | -35.8% | +3.7% | -39.5% | -45.4% |
| 10Y | +103.1% | +2.4% | +100.7% | +50.6% |
| All | +3,117.7% | +1,803.0% | +1,314.8% | +885.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling