-29.5%
TGT vs GFS
-2.1%
-27.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | -5.0% | +3.2% | -8.3% | -5.6% |
| 30D | +3.0% | -9.6% | +12.6% | +4.8% |
| 3M | +22.6% | -38.5% | +61.1% | +32.7% |
| 6M | +31.2% | -1.3% | +32.5% | +26.2% |
| YTD | +63.7% | +31.8% | +31.9% | +45.7% |
| 1Y | +78.5% | +44.6% | +33.9% | +54.7% |
| 3Y | +40.5% | -20.6% | +61.2% | +34.4% |
| All | -29.5% | -2.1% | -27.4% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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