+225.5%
TGT vs GD
+185.2%
+40.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.3% | +2.5% | +3.9% |
| 7D | +4.7% | -3.0% | +7.8% | +5.9% |
| 30D | +8.0% | +9.3% | -1.3% | +4.4% |
| 3M | +11.7% | -7.2% | +18.9% | +14.6% |
| 6M | +34.7% | +5.5% | +29.3% | +31.4% |
| YTD | +74.4% | +9.5% | +64.9% | +66.8% |
| 1Y | +89.2% | +6.4% | +82.8% | +82.8% |
| 3Y | +73.4% | +59.8% | +13.5% | +41.2% |
| 5Y | -24.0% | +98.0% | -122.0% | -43.1% |
| 10Y | +225.5% | +177.4% | +48.1% | +128.4% |
| All | +225.5% | +185.2% | +40.3% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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