+6,009.4%
TGT vs GD
+19,982.5%
-13,973.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +2.6% | -5.0% | +7.6% | +4.2% |
| 30D | +5.0% | +8.9% | -4.0% | +2.1% |
| 3M | +8.5% | -8.0% | +16.6% | +11.2% |
| 6M | +23.8% | +2.9% | +20.9% | +22.2% |
| YTD | +66.5% | +7.1% | +59.4% | +61.7% |
| 1Y | +84.9% | +5.9% | +79.0% | +80.0% |
| 3Y | +59.2% | +53.9% | +5.4% | +36.8% |
| 5Y | -27.2% | +95.4% | -122.6% | -42.0% |
| 10Y | +221.5% | +193.5% | +28.0% | +120.4% |
| All | +6,009.4% | +19,982.5% | -13,973.1% | +2,121.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling