+368.5%
TGT vs GWRE
+741.3%
-372.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -5.2% | -13.2% | +8.0% | -3.3% |
| 30D | +1.2% | -18.6% | +19.8% | +3.7% |
| 3M | +18.4% | +18.9% | -0.5% | +14.4% |
| 6M | +33.4% | -11.0% | +44.4% | +33.1% |
| YTD | +63.8% | -29.9% | +93.7% | +68.9% |
| 1Y | +77.2% | -44.3% | +121.5% | +89.6% |
| 3Y | +41.8% | +51.7% | -9.9% | +23.8% |
| 5Y | -25.5% | +15.4% | -41.0% | -33.9% |
| 10Y | +204.9% | +129.4% | +75.5% | +145.3% |
| All | +368.5% | +741.3% | -372.8% | +251.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling