+88.6%
TGT vs GIS
-17.8%
+106.4%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.2% | +0.4% | +3.6% |
| 7D | +9.5% | +8.5% | +1.0% | +6.2% |
| 30D | +6.6% | +15.3% | -8.7% | +1.2% |
| 3M | +11.0% | +0.9% | +10.0% | +10.5% |
| 6M | +29.9% | +7.9% | +21.9% | +26.5% |
| YTD | +71.4% | -17.6% | +89.0% | +76.6% |
| 1Y | +88.6% | -17.4% | +106.0% | +93.8% |
| All | +88.6% | -17.8% | +106.4% | +93.8% |
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