-24.8%
TGT vs GTLB
-49.8%
+25.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.4% |
| 7D | -5.0% | -4.1% | -1.0% | -4.6% |
| 30D | +3.0% | +12.3% | -9.3% | +1.6% |
| 3M | +22.6% | +65.9% | -43.3% | +15.5% |
| 6M | +31.2% | +104.0% | -72.8% | +19.6% |
| YTD | +63.7% | +26.0% | +37.7% | +57.3% |
| 1Y | +78.5% | -3.5% | +82.0% | +76.5% |
| 3Y | +40.5% | -9.6% | +50.2% | +34.0% |
| All | -24.8% | -49.8% | +25.0% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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