-29.8%
TSCO vs GGLL
+12.0%
-41.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.5% | +1.2% |
| 7D | +0.8% | -4.8% | +5.6% | +1.0% |
| 30D | +5.5% | -13.7% | +19.1% | +6.1% |
| 3M | +20.0% | -21.9% | +41.8% | +21.2% |
| 6M | -29.8% | +11.7% | -41.5% | -33.2% |
| All | -29.8% | +12.0% | -41.8% | -33.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling