-25.4%
TRMB vs GWRE
-25.4%
0.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -19.9% | +18.9% | +4.0% |
| 7D | -2.5% | -21.1% | +18.6% | +2.9% |
| 30D | +1.5% | +1.3% | +0.2% | -0.2% |
| 3M | +6.8% | +7.4% | -0.7% | +2.7% |
| 6M | -14.9% | +5.6% | -20.6% | -18.3% |
| YTD | -24.1% | -19.2% | -4.9% | -24.7% |
| 1Y | -25.4% | -25.1% | -0.2% | -25.1% |
| All | -25.4% | -25.4% | 0.0% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling