+651.3%
TGT vs GPN
+2,494.6%
-1,843.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.7% |
| 7D | -5.0% | -3.5% | -1.5% | -4.1% |
| 30D | +3.0% | +3.1% | -0.1% | +2.0% |
| 3M | +22.6% | +42.3% | -19.7% | +10.0% |
| 6M | +31.2% | +20.9% | +10.3% | +22.6% |
| YTD | +63.7% | +15.2% | +48.5% | +53.8% |
| 1Y | +78.5% | +5.4% | +73.0% | +71.9% |
| 3Y | +40.5% | -27.4% | +67.9% | +48.0% |
| 5Y | -25.6% | -44.2% | +18.6% | -17.4% |
| 10Y | +204.7% | +27.4% | +177.3% | +151.4% |
| All | +651.3% | +2,494.6% | -1,843.3% | +194.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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