+41.7%
TGT vs GAP
+103.6%
-61.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.6% |
| 7D | -5.0% | -6.3% | +1.3% | -3.5% |
| 30D | +3.0% | -0.2% | +3.3% | +2.7% |
| 3M | +22.6% | 0.0% | +22.6% | +22.0% |
| 6M | +31.2% | -8.1% | +39.3% | +32.5% |
| YTD | +63.7% | -16.5% | +80.2% | +68.1% |
| 1Y | +78.5% | -10.5% | +88.9% | +79.3% |
| All | +41.7% | +103.6% | -61.9% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling