+405.6%
TGT vs GNRC
+2,020.8%
-1,615.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.4% | -0.6% |
| 7D | -5.0% | -0.7% | -4.3% | -4.9% |
| 30D | +3.0% | -15.8% | +18.9% | +6.4% |
| 3M | +22.6% | -24.0% | +46.6% | +28.0% |
| 6M | +31.2% | -13.8% | +45.0% | +32.4% |
| YTD | +63.7% | +33.2% | +30.5% | +50.4% |
| 1Y | +78.5% | -1.8% | +80.3% | +73.4% |
| 3Y | +40.5% | +57.7% | -17.2% | +21.6% |
| 5Y | -25.6% | -59.7% | +34.2% | -21.9% |
| 10Y | +204.7% | +430.7% | -226.0% | +109.1% |
| All | +405.6% | +2,020.8% | -1,615.2% | +189.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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