+1,704.0%
GS vs TGT
+728.1%
+975.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.2% | +2.6% | -5.8% | -4.2% |
| 30D | -2.4% | +5.0% | -7.4% | -4.6% |
| 3M | -15.7% | +8.5% | -24.3% | -19.1% |
| 6M | -6.8% | +23.8% | -30.5% | -16.3% |
| YTD | -0.1% | +66.5% | -66.6% | -21.3% |
| 1Y | +12.1% | +84.9% | -72.8% | -15.8% |
| 3Y | +185.8% | +59.2% | +126.6% | +114.2% |
| 5Y | +140.1% | -27.2% | +167.3% | +142.4% |
| 10Y | +505.2% | +221.5% | +283.8% | +177.7% |
| All | +1,704.0% | +728.1% | +975.9% | +353.0% |
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