+6,149.1%
TGT vs GPC
+2,072.3%
+4,076.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.7% |
| 7D | +2.6% | -1.3% | +3.9% | +3.3% |
| 30D | +6.6% | -6.0% | +12.6% | +10.1% |
| 3M | +5.2% | -7.6% | +12.8% | +9.5% |
| 6M | +35.3% | +24.2% | +11.1% | +19.1% |
| YTD | +70.3% | +2.7% | +67.6% | +63.1% |
| 1Y | +81.2% | +0.2% | +81.0% | +75.8% |
| 3Y | +66.9% | -0.8% | +67.7% | +57.9% |
| 5Y | -27.2% | +4.4% | -31.6% | -33.5% |
| 10Y | +206.6% | +74.5% | +132.1% | +94.1% |
| All | +6,149.1% | +2,072.3% | +4,076.8% | +959.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling