-31.0%
TRMB vs GPC
+6.5%
-37.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.7% | -19.0% | -17.7% |
| 7D | -15.7% | +4.1% | -19.8% | -16.6% |
| 30D | -7.8% | +0.1% | -7.9% | -8.0% |
| 3M | -9.3% | -3.9% | -5.4% | -8.7% |
| 6M | -20.8% | +24.4% | -45.2% | -24.6% |
| YTD | -30.8% | +5.7% | -36.4% | -35.4% |
| 1Y | -31.0% | +6.8% | -37.7% | -34.9% |
| All | -31.0% | +6.5% | -37.4% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling