+77.2%
TGT vs GIS
-24.1%
+101.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -5.2% | -6.4% | +1.1% | -3.0% |
| 30D | +1.2% | -6.1% | +7.3% | +3.5% |
| 3M | +18.4% | +7.8% | +10.5% | +15.9% |
| 6M | +33.4% | -8.8% | +42.2% | +36.2% |
| YTD | +63.8% | -19.1% | +82.9% | +70.1% |
| 1Y | +77.2% | -24.8% | +101.9% | +87.2% |
| All | +77.2% | -24.1% | +101.3% | +87.2% |
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