+203.6%
TGT vs GFI
+1,093.3%
-889.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.1% |
| 7D | -5.2% | -2.7% | -2.5% | -5.2% |
| 30D | +1.2% | +13.2% | -12.1% | +1.1% |
| 3M | +18.4% | +28.5% | -10.1% | +18.1% |
| 6M | +33.4% | -6.2% | +39.6% | +33.4% |
| YTD | +63.8% | +8.7% | +55.1% | +63.3% |
| 1Y | +77.2% | +24.8% | +52.3% | +76.2% |
| 3Y | +41.8% | +298.0% | -256.2% | +38.1% |
| 5Y | -25.5% | +546.0% | -571.5% | -27.5% |
| All | +203.6% | +1,093.3% | -889.8% | +224.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling