+140.3%
TGT vs GH
+480.1%
-339.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -0.6% | -2.1% | +1.5% | -0.4% |
| 30D | +9.5% | -4.5% | +14.0% | +10.0% |
| 3M | +32.3% | +28.9% | +3.4% | +28.3% |
| 6M | +37.0% | +76.5% | -39.5% | +27.9% |
| YTD | +71.0% | +57.6% | +13.4% | +61.4% |
| 1Y | +85.0% | +167.5% | -82.5% | +63.4% |
| 3Y | +46.8% | +377.4% | -330.6% | +17.2% |
| 5Y | -22.7% | +23.8% | -46.6% | -33.7% |
| All | +140.3% | +480.1% | -339.8% | +78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling