+84.6%
TGT vs GIS
-18.7%
+103.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.7% | +1.1% |
| 7D | +0.8% | -7.8% | +8.6% | +3.7% |
| 30D | +12.2% | +6.6% | +5.6% | +9.9% |
| 3M | +33.8% | +21.0% | +12.8% | +26.2% |
| 6M | +39.3% | -9.1% | +48.4% | +40.8% |
| YTD | +72.9% | -13.6% | +86.5% | +75.4% |
| 1Y | +84.6% | -18.0% | +102.6% | +88.6% |
| All | +84.6% | -18.7% | +103.2% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling