+11.0%
GS vs TGT
+81.4%
-70.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | +5.1% | +2.6% | +2.6% | +4.9% |
| 30D | +2.4% | +6.6% | -4.2% | +2.0% |
| 3M | -11.5% | +5.2% | -16.7% | -11.8% |
| 6M | -2.5% | +35.3% | -37.8% | -6.2% |
| YTD | +5.5% | +70.3% | -64.9% | -3.8% |
| 1Y | +11.0% | +81.2% | -70.1% | -0.4% |
| All | +11.0% | +81.4% | -70.4% | -0.4% |
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