+41.8%
TGT vs GWRE
+50.1%
-8.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -5.2% | -13.2% | +8.0% | -4.6% |
| 30D | +1.2% | -18.6% | +19.8% | +2.0% |
| 3M | +18.4% | +18.9% | -0.5% | +17.6% |
| 6M | +33.4% | -11.0% | +44.4% | +33.5% |
| YTD | +63.8% | -29.9% | +93.7% | +66.0% |
| 1Y | +77.2% | -44.3% | +121.5% | +82.6% |
| 3Y | +41.8% | +51.7% | -9.9% | +28.7% |
| All | +41.8% | +50.1% | -8.3% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 3y: compounded portfolio wealth divided by compounded GWRE 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…
3y analysis · Full analysis span regression · 6 months rolling