+156.4%
TRMB vs GWRE
+749.2%
-592.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.0% | +2.6% | -0.6% |
| 7D | -2.9% | -26.2% | +23.3% | +6.6% |
| 30D | -1.8% | -17.8% | +16.0% | +3.7% |
| 3M | +8.4% | +14.2% | -5.8% | +1.2% |
| 6M | -18.5% | -12.9% | -5.6% | -17.7% |
| YTD | -26.7% | -29.2% | +2.5% | -20.9% |
| 1Y | -28.3% | -44.4% | +16.1% | -15.8% |
| 3Y | +12.6% | +51.1% | -38.5% | -12.0% |
| 5Y | -38.7% | +16.5% | -55.2% | -49.0% |
| 10Y | +120.8% | +131.6% | -10.8% | +46.4% |
| All | +156.4% | +749.2% | -592.8% | +35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling