+3,339.2%
TRMB vs GAP
+1,910.9%
+1,428.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -2.5% | -4.5% | +1.9% | -1.5% |
| 30D | +1.5% | +9.0% | -7.5% | -0.9% |
| 3M | +6.8% | +5.0% | +1.8% | +5.0% |
| 6M | -14.9% | -17.8% | +2.9% | -12.4% |
| YTD | -24.1% | -10.4% | -13.7% | -23.6% |
| 1Y | -25.4% | -3.4% | -22.0% | -26.5% |
| 3Y | +8.0% | +111.5% | -103.5% | -17.8% |
| 5Y | -37.3% | +8.8% | -46.1% | -47.1% |
| 10Y | +116.8% | +32.9% | +83.9% | +51.8% |
| All | +3,339.2% | +1,910.9% | +1,428.3% | +947.3% |
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