+203.6%
TGT vs GAP
+31.2%
+172.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.6% |
| 7D | -5.2% | -4.1% | -1.1% | -4.4% |
| 30D | +1.2% | +6.2% | -5.0% | -0.5% |
| 3M | +18.4% | -0.7% | +19.1% | +18.1% |
| 6M | +33.4% | -7.1% | +40.6% | +34.4% |
| YTD | +63.8% | -14.1% | +77.9% | +66.8% |
| 1Y | +77.2% | -8.5% | +85.7% | +77.3% |
| 3Y | +41.8% | +115.4% | -73.6% | +12.6% |
| 5Y | -25.5% | +9.8% | -35.4% | -36.0% |
| All | +203.6% | +31.2% | +172.4% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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