-25.1%
TGT vs GFI
+524.1%
-549.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.1% |
| 7D | -5.2% | -4.9% | -0.4% | -5.1% |
| 30D | +1.2% | +10.7% | -9.5% | +0.8% |
| 3M | +18.4% | +25.6% | -7.2% | +17.4% |
| 6M | +33.4% | -8.3% | +41.7% | +33.5% |
| YTD | +63.8% | +6.3% | +57.5% | +62.2% |
| 1Y | +77.2% | +22.1% | +55.1% | +73.9% |
| 3Y | +41.8% | +289.2% | -247.4% | +26.7% |
| All | -25.1% | +524.1% | -549.2% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling