-39.3%
TRMB vs GPC
+3.6%
-42.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.5% |
| 7D | -16.7% | +1.6% | -18.2% | -17.4% |
| 30D | -9.9% | -2.1% | -7.8% | -9.5% |
| 3M | -7.6% | -6.8% | -0.8% | -5.1% |
| 6M | -14.7% | +18.6% | -33.3% | -22.4% |
| YTD | -30.9% | +2.7% | -33.6% | -34.0% |
| 1Y | -31.3% | +1.8% | -33.1% | -34.2% |
| 3Y | +29.4% | +1.1% | +28.4% | +16.2% |
| All | -39.3% | +3.6% | -42.9% | -51.0% |
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 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