+119.7%
TJX vs GGLL
+194.0%
-74.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -0.5% | +5.1% | -5.6% | -0.8% |
| 30D | -1.3% | -35.5% | +34.2% | +1.1% |
| 3M | -13.5% | -39.2% | +25.6% | -11.2% |
| 6M | -10.1% | -54.4% | +44.2% | -6.2% |
| YTD | -10.0% | -29.8% | +19.8% | -9.7% |
| 1Y | -5.5% | -20.4% | +14.9% | -6.3% |
| 3Y | +55.5% | +149.7% | -94.2% | +34.5% |
| All | +119.7% | +194.0% | -74.3% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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