+130.2%
TGT vs GH
+467.1%
-337.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -5.2% | -2.5% | -2.7% | -5.0% |
| 30D | +1.2% | -4.7% | +5.9% | +1.6% |
| 3M | +18.4% | +20.2% | -1.8% | +15.7% |
| 6M | +33.4% | +78.8% | -45.3% | +24.4% |
| YTD | +63.8% | +54.1% | +9.7% | +54.9% |
| 1Y | +77.2% | +177.1% | -99.9% | +55.8% |
| 3Y | +41.8% | +371.6% | -329.8% | +13.3% |
| 5Y | -25.5% | +21.9% | -47.5% | -36.0% |
| All | +130.2% | +467.1% | -337.0% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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