+6,175.2%
TGT vs GAP
+2,253.0%
+3,922.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.0% |
| 7D | -0.6% | +1.7% | -2.4% | -1.1% |
| 30D | +9.5% | +9.3% | +0.2% | +6.1% |
| 3M | +32.3% | +6.1% | +26.2% | +29.2% |
| 6M | +37.0% | -2.3% | +39.3% | +36.0% |
| YTD | +71.0% | -10.6% | +81.6% | +72.9% |
| 1Y | +85.0% | -4.4% | +89.5% | +82.4% |
| 3Y | +46.8% | +118.3% | -71.5% | +4.1% |
| 5Y | -22.7% | +12.2% | -34.9% | -37.3% |
| 10Y | +216.3% | +33.7% | +182.5% | +94.5% |
| All | +6,175.2% | +2,253.0% | +3,922.3% | +996.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling