+198.8%
GS vs TGT
+66.3%
+132.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | +5.1% | +2.6% | +2.6% | +4.6% |
| 30D | +2.4% | +6.6% | -4.2% | +1.2% |
| 3M | -11.5% | +5.2% | -16.7% | -12.5% |
| 6M | -2.5% | +35.3% | -37.8% | -8.9% |
| YTD | +5.5% | +70.3% | -64.9% | -6.6% |
| 1Y | +11.0% | +81.2% | -70.1% | -3.1% |
| All | +198.8% | +66.3% | +132.4% | +168.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling