+41.8%
TGT vs GIS
-37.5%
+79.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -5.2% | -6.4% | +1.1% | -3.2% |
| 30D | +1.2% | -6.1% | +7.3% | +3.3% |
| 3M | +18.4% | +7.8% | +10.5% | +15.8% |
| 6M | +33.4% | -8.8% | +42.2% | +36.6% |
| YTD | +63.8% | -19.1% | +82.9% | +72.3% |
| 1Y | +77.2% | -24.8% | +101.9% | +90.1% |
| 3Y | +41.8% | -37.6% | +79.3% | +57.8% |
| All | +41.8% | -37.5% | +79.2% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling