+13.5%
TRMB vs GFI
+287.6%
-274.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.5% |
| 7D | -3.0% | -4.9% | +1.8% | -2.8% |
| 30D | +2.3% | +10.7% | -8.4% | +1.8% |
| 3M | +15.3% | +25.6% | -10.3% | +14.0% |
| 6M | -14.7% | -8.3% | -6.4% | -14.6% |
| YTD | -26.4% | +6.3% | -32.7% | -27.2% |
| 1Y | -30.4% | +22.1% | -52.5% | -31.6% |
| 3Y | +13.5% | +289.2% | -275.7% | +1.1% |
| All | +13.5% | +287.6% | -274.1% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling