+70.4%
TGT vs GD
+59.8%
+10.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | +0.5% | +0.6% | -0.2% | +0.3% |
| 30D | +6.7% | +9.5% | -2.8% | +4.1% |
| 3M | +8.4% | -5.8% | +14.3% | +9.9% |
| 6M | +40.7% | +7.7% | +33.0% | +37.3% |
| YTD | +72.2% | +11.1% | +61.2% | +65.8% |
| 1Y | +86.2% | +6.1% | +80.1% | +81.9% |
| All | +70.4% | +59.8% | +10.6% | +74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling