+3,187.1%
TRMB vs GFI
+841.1%
+2,346.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.8% |
| 7D | -5.4% | -5.1% | -0.3% | -5.2% |
| 30D | -2.0% | +13.4% | -15.4% | -2.6% |
| 3M | +12.3% | +36.2% | -23.9% | +10.5% |
| 6M | -17.6% | -9.8% | -7.8% | -17.5% |
| YTD | -27.5% | +7.7% | -35.1% | -28.2% |
| 1Y | -29.1% | +27.2% | -56.3% | -30.5% |
| 3Y | +11.5% | +300.3% | -288.8% | +2.4% |
| 5Y | -39.5% | +539.8% | -579.2% | -46.2% |
| 10Y | +118.6% | +1,058.5% | -939.9% | +83.9% |
| All | +3,187.1% | +841.1% | +2,346.0% | +2,941.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling