+5,909.9%
TGT vs GFI
+650.5%
+5,259.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +33.4% |
| YTD | +63.8% | +6.3% | +57.5% | +62.7% |
| 1Y | +77.2% | +22.1% | +55.1% | +74.9% |
| 3Y | +41.8% | +289.2% | -247.4% | +33.6% |
| 5Y | -25.5% | +531.7% | -557.2% | -31.5% |
| 10Y | +204.9% | +1,043.8% | -838.9% | +169.1% |
| All | +5,909.9% | +650.5% | +5,259.4% | +4,908.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling