+1.0%
TSCO vs GGLL
+206.6%
-205.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -2.3% |
| 7D | +0.4% | +2.9% | -2.5% | +0.3% |
| 30D | +9.8% | -33.1% | +43.0% | +12.1% |
| 3M | +4.8% | -31.2% | +36.0% | +6.7% |
| 6M | +23.3% | -49.4% | +72.6% | +27.6% |
| YTD | -25.1% | -26.8% | +1.7% | -25.0% |
| 1Y | -32.7% | -17.7% | -15.0% | -33.4% |
| 3Y | -2.0% | +160.4% | -162.4% | -16.5% |
| All | +1.0% | +206.6% | -205.6% | -14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling