+6,175.2%
TGT vs GIS
+1,482.6%
+4,692.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.5% |
| 7D | -0.6% | -8.3% | +7.6% | +2.6% |
| 30D | +9.5% | +2.2% | +7.4% | +8.6% |
| 3M | +32.3% | +15.7% | +16.6% | +24.8% |
| 6M | +37.0% | -12.0% | +49.0% | +43.2% |
| YTD | +71.0% | -15.0% | +86.0% | +80.2% |
| 1Y | +85.0% | -20.1% | +105.1% | +99.4% |
| 3Y | +46.8% | -34.6% | +81.4% | +68.4% |
| 5Y | -22.7% | -22.8% | +0.1% | -17.6% |
| 10Y | +216.3% | -18.5% | +234.8% | +219.0% |
| All | +6,175.2% | +1,482.6% | +4,692.6% | +1,841.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling