+438.8%
GS vs TGT
+206.3%
+232.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +5.9% | +2.6% | +3.2% | +5.1% |
| 30D | +4.3% | +4.7% | -0.4% | +2.9% |
| 3M | -11.7% | +4.6% | -16.2% | -13.0% |
| 6M | -3.2% | +34.9% | -38.0% | -11.9% |
| YTD | +5.8% | +70.9% | -65.1% | -10.5% |
| 1Y | +16.0% | +84.4% | -68.3% | -4.1% |
| 3Y | +199.8% | +69.1% | +130.6% | +142.3% |
| 5Y | +155.5% | -26.9% | +182.5% | +160.3% |
| All | +438.8% | +206.3% | +232.6% | +262.9% |
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 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