+116.7%
TRMB vs GWRE
+131.0%
-14.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.9% | +1.2% |
| 7D | -3.0% | -13.2% | +10.2% | +2.3% |
| 30D | +2.3% | -18.6% | +20.9% | +9.1% |
| 3M | +15.3% | +18.9% | -3.6% | +4.6% |
| 6M | -14.7% | -11.0% | -3.8% | -14.7% |
| YTD | -26.4% | -29.9% | +3.5% | -19.3% |
| 1Y | -30.4% | -44.3% | +13.9% | -16.2% |
| 3Y | +13.5% | +51.7% | -38.1% | -18.0% |
| 5Y | -38.6% | +15.4% | -54.0% | -51.6% |
| All | +116.7% | +131.0% | -14.3% | +25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling