-25.1%
TGT vs GWW
+222.0%
-247.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | -5.2% | -3.4% | -1.9% | -3.9% |
| 30D | +1.2% | -1.9% | +3.1% | +2.0% |
| 3M | +18.4% | -2.4% | +20.8% | +19.2% |
| 6M | +33.4% | +15.7% | +17.7% | +24.6% |
| YTD | +63.8% | +27.6% | +36.2% | +46.2% |
| 1Y | +77.2% | +27.2% | +50.0% | +58.1% |
| 3Y | +41.8% | +89.7% | -47.9% | +3.3% |
| All | -25.1% | +222.0% | -247.1% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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