-36.7%
TRMB vs GPC
+32.9%
-69.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.6% |
| 7D | -2.5% | +1.2% | -3.7% | -3.1% |
| 30D | +1.5% | +6.0% | -4.4% | -1.3% |
| 3M | +6.8% | +42.6% | -35.9% | -10.4% |
| 6M | -14.9% | +22.8% | -37.7% | -23.5% |
| YTD | -24.1% | +15.5% | -39.5% | -30.9% |
| 1Y | -25.4% | +2.0% | -27.4% | -27.5% |
| 3Y | +8.0% | -1.4% | +9.4% | +2.2% |
| All | -36.7% | +32.9% | -69.6% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling