+18.2%
GLD vs TGT
+78.5%
-60.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.8% |
| 7D | -3.4% | -5.0% | +1.7% | -3.6% |
| 30D | -1.1% | +3.0% | -4.2% | -0.9% |
| 3M | +5.8% | +22.6% | -16.8% | +7.5% |
| 6M | -17.1% | +31.2% | -48.3% | -15.4% |
| YTD | 0.0% | +63.7% | -63.7% | +5.2% |
| 1Y | +18.2% | +78.5% | -60.3% | +24.5% |
| All | +18.2% | +78.5% | -60.3% | +24.5% |
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