-25.6%
TGT vs GPC
+29.3%
-54.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -5.0% | -1.8% | -3.3% | -4.3% |
| 30D | +3.0% | +0.1% | +3.0% | +2.9% |
| 3M | +22.6% | +37.4% | -14.7% | +4.6% |
| 6M | +31.2% | +25.4% | +5.8% | +16.6% |
| YTD | +63.7% | +12.2% | +51.5% | +50.8% |
| 1Y | +78.5% | -0.3% | +78.8% | +74.9% |
| 3Y | +40.5% | -1.6% | +42.1% | +33.2% |
| 5Y | -25.6% | +31.0% | -56.5% | -43.4% |
| All | -25.6% | +29.3% | -54.9% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling