+206.9%
TGT vs GPC
+88.6%
+118.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.6% |
| 7D | -3.6% | -0.6% | -2.9% | -3.4% |
| 30D | +4.4% | +1.3% | +3.1% | +3.8% |
| 3M | +25.4% | +37.1% | -11.7% | +9.1% |
| 6M | +33.4% | +23.2% | +10.2% | +21.0% |
| YTD | +65.6% | +13.1% | +52.5% | +54.0% |
| 1Y | +80.3% | +0.9% | +79.4% | +76.2% |
| 3Y | +42.1% | -0.8% | +42.9% | +36.2% |
| 5Y | -25.0% | +31.1% | -56.1% | -35.6% |
| All | +206.9% | +88.6% | +118.3% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling