+98.9%
TRMB vs GPC
+93.7%
+5.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.3% | 0.0% |
| 7D | -17.0% | +0.8% | -17.8% | -17.4% |
| 30D | -9.0% | -1.1% | -7.9% | -9.0% |
| 3M | -8.1% | -6.6% | -1.5% | -5.7% |
| 6M | -10.1% | +22.2% | -32.3% | -19.4% |
| YTD | -30.2% | +5.1% | -35.3% | -33.8% |
| 1Y | -30.7% | +2.8% | -33.5% | -33.6% |
| 3Y | +32.6% | +2.4% | +30.3% | +22.3% |
| 5Y | -38.1% | +7.8% | -45.9% | -44.4% |
| 10Y | +98.9% | +87.2% | +11.7% | +37.5% |
| All | +98.9% | +93.7% | +5.2% | +37.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling