+84.4%
TGT vs GD
+5.9%
+78.5%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.6% | +2.7% | 0.0% | +2.3% |
| 30D | +4.7% | +8.6% | -3.9% | +3.6% |
| 3M | +4.6% | -7.1% | +11.6% | +5.0% |
| 6M | +34.9% | +7.5% | +27.4% | +33.1% |
| YTD | +70.9% | +9.9% | +61.0% | +67.9% |
| 1Y | +84.4% | +7.6% | +76.8% | +81.8% |
| All | +84.4% | +5.9% | +78.5% | +81.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling