+199.5%
TSCO vs GD
+189.7%
+9.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.2% |
| 7D | +1.7% | -3.5% | +5.1% | +3.0% |
| 30D | +2.8% | -9.0% | +11.9% | +6.6% |
| 3M | +17.9% | +5.1% | +12.8% | +15.3% |
| 6M | -28.6% | -1.0% | -27.6% | -28.6% |
| YTD | -28.0% | +7.3% | -35.4% | -30.5% |
| 1Y | -39.9% | +12.4% | -52.3% | -43.0% |
| 3Y | -14.0% | +73.7% | -87.7% | -32.2% |
| 5Y | -2.9% | +93.8% | -96.7% | -26.5% |
| 10Y | +199.5% | +190.6% | +8.9% | +92.6% |
| All | +199.5% | +189.7% | +9.8% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling