+52.4%
GEV vs TGT
+86.7%
-34.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +5.6% | -14.9% | -7.9% |
| 7D | -5.1% | +9.5% | -14.6% | -3.0% |
| 30D | -15.8% | +6.6% | -22.4% | -14.2% |
| 3M | -18.2% | +11.0% | -29.2% | -15.8% |
| 6M | -22.4% | +29.9% | -52.2% | -19.3% |
| YTD | +27.7% | +71.4% | -43.7% | +30.4% |
| 1Y | +52.4% | +88.6% | -36.2% | +54.9% |
| All | +52.4% | +86.7% | -34.4% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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