+652.8%
GS vs TGT
+217.4%
+435.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.9% | +0.8% | +0.2% | +0.7% |
| 30D | -1.6% | +12.2% | -13.8% | -4.8% |
| 3M | -4.5% | +33.8% | -38.3% | -12.6% |
| 6M | +20.9% | +39.3% | -18.4% | +8.9% |
| YTD | +19.9% | +72.9% | -53.0% | +1.1% |
| 1Y | +41.4% | +84.6% | -43.1% | +16.6% |
| 3Y | +239.2% | +46.2% | +192.9% | +186.9% |
| 5Y | +185.0% | -21.3% | +206.4% | +184.0% |
| All | +652.8% | +217.4% | +435.3% | +382.8% |
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