-33.6%
TSCO vs GGLL
-11.0%
-22.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.5% |
| 7D | +0.3% | +7.7% | -7.4% | +0.3% |
| 30D | +11.3% | -30.2% | +41.5% | +11.6% |
| 3M | +1.5% | -31.3% | +32.7% | +1.7% |
| 6M | +24.0% | -52.1% | +76.0% | +26.0% |
| YTD | -25.7% | -25.9% | +0.2% | -27.1% |
| 1Y | -33.6% | -8.5% | -25.1% | -35.4% |
| All | -33.6% | -11.0% | -22.5% | -35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling