+31.2%
TGT vs GFI
-11.2%
+42.3%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.7% | -1.0% |
| 7D | -5.0% | -5.1% | +0.1% | -4.8% |
| 30D | +3.0% | +13.4% | -10.4% | +2.5% |
| 3M | +22.6% | +36.2% | -13.6% | +21.4% |
| 6M | +31.2% | -9.8% | +41.0% | +32.9% |
| All | +31.2% | -11.2% | +42.3% | +32.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling