-32.8%
TSCO vs GGLL
-18.0%
-14.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -2.0% |
| 7D | +0.4% | +2.9% | -2.5% | +0.5% |
| 30D | +9.8% | -33.1% | +43.0% | +10.2% |
| 3M | +4.8% | -31.2% | +36.0% | +5.0% |
| 6M | +23.3% | -49.4% | +72.6% | +24.6% |
| YTD | -25.1% | -26.8% | +1.7% | -26.4% |
| All | -32.8% | -18.0% | -14.8% | -34.2% |
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