+3.1%
TSCO vs GGLL
+194.0%
-190.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | +6.8% | +5.1% | +1.7% | +6.5% |
| 30D | +11.3% | -35.5% | +46.8% | +13.8% |
| 3M | +9.1% | -39.2% | +48.2% | +11.8% |
| 6M | +24.2% | -54.4% | +78.6% | +29.4% |
| YTD | -23.5% | -29.8% | +6.3% | -23.3% |
| 1Y | -30.8% | -20.4% | -10.3% | -31.3% |
| 3Y | +0.1% | +149.7% | -149.7% | -14.6% |
| All | +3.1% | +194.0% | -190.9% | -13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling