-3.0%
TSCO vs GGLL
+328.4%
-331.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | +1.7% | +1.9% | -0.2% | +1.5% |
| 30D | +2.8% | -9.7% | +12.6% | +3.5% |
| 3M | +17.9% | -18.0% | +35.9% | +19.0% |
| 6M | -28.6% | +15.3% | -43.8% | -30.1% |
| YTD | -28.0% | +2.2% | -30.3% | -29.0% |
| 1Y | -39.9% | +73.1% | -112.9% | -43.4% |
| 3Y | -14.0% | +242.7% | -256.7% | -27.4% |
| All | -3.0% | +328.4% | -331.3% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling