-14.9%
TRMB vs GPC
+21.8%
-36.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.4% |
| 7D | -2.5% | +1.2% | -3.7% | -2.9% |
| 30D | +1.5% | +6.0% | -4.4% | -0.7% |
| 3M | +6.8% | +42.6% | -35.9% | -4.6% |
| 6M | -14.9% | +22.8% | -37.7% | -20.5% |
| All | -14.9% | +21.8% | -36.7% | -20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling