+116.7%
TRMB vs GFI
+1,066.8%
-950.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.5% |
| 7D | -3.0% | -4.9% | +1.8% | -2.9% |
| 30D | +2.3% | +10.7% | -8.4% | +1.9% |
| 3M | +15.3% | +25.6% | -10.3% | +14.1% |
| 6M | -14.7% | -8.3% | -6.4% | -14.7% |
| YTD | -26.4% | +6.3% | -32.7% | -27.0% |
| 1Y | -30.4% | +22.1% | -52.5% | -31.4% |
| 3Y | +13.5% | +289.2% | -275.7% | +5.8% |
| 5Y | -38.6% | +531.7% | -570.2% | -44.0% |
| All | +116.7% | +1,066.8% | -950.2% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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