-21.5%
TGT vs GTLB
-50.0%
+28.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | -0.5% |
| 7D | -0.6% | +4.6% | -5.2% | -1.2% |
| 30D | +9.5% | +21.0% | -11.5% | +7.1% |
| 3M | +32.3% | +51.7% | -19.4% | +25.8% |
| 6M | +37.0% | +89.3% | -52.3% | +26.0% |
| YTD | +71.0% | +25.6% | +45.4% | +64.5% |
| 1Y | +85.0% | -1.5% | +86.6% | +82.5% |
| 3Y | +46.8% | -9.9% | +56.8% | +40.0% |
| All | -21.5% | -50.0% | +28.5% | -28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling