+240.0%
GM vs TGT
+335.0%
-95.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +4.0% | +3.2% |
| 7D | -1.1% | -5.0% | +4.0% | +0.8% |
| 30D | -3.4% | +3.0% | -6.5% | -4.6% |
| 3M | +8.7% | +22.6% | -13.9% | +0.6% |
| 6M | +15.4% | +31.2% | -15.8% | +4.0% |
| YTD | +6.6% | +63.7% | -57.1% | -11.6% |
| 1Y | +51.5% | +78.5% | -27.0% | +21.5% |
| 3Y | +169.3% | +40.5% | +128.8% | +124.8% |
| 5Y | +81.6% | -25.6% | +107.1% | +85.7% |
| 10Y | +240.7% | +204.7% | +36.0% | +100.2% |
| All | +240.0% | +335.0% | -95.0% | +43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling