-26.9%
TGT vs GD
+94.5%
-121.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +2.6% | -5.0% | +7.6% | +4.6% |
| 30D | +5.0% | +8.9% | -4.0% | +1.3% |
| 3M | +8.5% | -8.0% | +16.6% | +12.0% |
| 6M | +23.8% | +2.9% | +20.9% | +21.5% |
| YTD | +66.5% | +7.1% | +59.4% | +59.5% |
| 1Y | +84.9% | +5.9% | +79.0% | +77.8% |
| 3Y | +59.2% | +53.9% | +5.4% | +24.5% |
| All | -26.9% | +94.5% | -121.5% | -50.2% |
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