+114.8%
TSCO vs GH
+467.1%
-352.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -5.7% | -2.5% | -3.2% | -5.4% |
| 30D | -8.8% | -4.7% | -4.1% | -8.4% |
| 3M | +6.3% | +20.2% | -13.9% | +4.2% |
| 6M | -32.3% | +78.8% | -111.0% | -36.3% |
| YTD | -32.7% | +54.1% | -86.8% | -36.0% |
| 1Y | -43.7% | +177.1% | -220.8% | -49.8% |
| 3Y | -19.7% | +371.6% | -391.3% | -34.7% |
| 5Y | -11.6% | +21.9% | -33.5% | -21.4% |
| All | +114.8% | +467.1% | -352.3% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling