+159.7%
GILD vs TGT
+207.4%
-47.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -4.8% | -5.2% | +0.4% | -4.0% |
| 30D | +5.8% | +1.2% | +4.6% | +5.6% |
| 3M | +14.9% | +18.4% | -3.5% | +11.9% |
| 6M | -0.4% | +33.4% | -33.8% | -4.9% |
| YTD | +18.5% | +63.8% | -45.3% | +9.5% |
| 1Y | +25.1% | +77.2% | -52.0% | +14.0% |
| 3Y | +105.9% | +41.8% | +64.1% | +88.6% |
| 5Y | +143.0% | -25.5% | +168.5% | +144.6% |
| All | +159.7% | +207.4% | -47.6% | +92.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling