-20.8%
TGT vs GD
+97.9%
-118.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.0% | +1.0% |
| 7D | +0.8% | -5.3% | +6.0% | +2.9% |
| 30D | +12.2% | -6.4% | +18.6% | +15.2% |
| 3M | +33.8% | +5.7% | +28.1% | +30.2% |
| 6M | +39.3% | -0.9% | +40.2% | +39.1% |
| YTD | +72.9% | +8.2% | +64.7% | +65.3% |
| 1Y | +84.6% | +13.4% | +71.1% | +72.5% |
| 3Y | +46.2% | +68.5% | -22.3% | +9.1% |
| All | -20.8% | +97.9% | -118.8% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling