-43.7%
TSCO vs GFI
+29.3%
-73.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.6% |
| 7D | -5.7% | -2.7% | -3.0% | -5.5% |
| 30D | -8.8% | +13.2% | -22.0% | -9.8% |
| 3M | +6.3% | +28.5% | -22.2% | +3.8% |
| 6M | -32.3% | -6.2% | -26.1% | -31.9% |
| YTD | -32.7% | +8.7% | -41.4% | -32.8% |
| 1Y | -43.7% | +24.8% | -68.5% | -44.4% |
| All | -43.7% | +29.3% | -73.0% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling