+29.4%
TRMB vs GPC
+1.0%
+28.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.3% |
| 7D | -16.7% | +1.6% | -18.2% | -17.2% |
| 30D | -9.9% | -2.1% | -7.8% | -9.6% |
| 3M | -7.6% | -6.8% | -0.8% | -5.8% |
| 6M | -14.7% | +18.6% | -33.3% | -20.0% |
| YTD | -30.9% | +2.7% | -33.6% | -33.1% |
| 1Y | -31.3% | +1.8% | -33.1% | -33.3% |
| 3Y | +29.4% | +1.1% | +28.4% | +15.0% |
| All | +29.4% | +1.0% | +28.4% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling