+121.3%
TSCO vs GH
+486.6%
-365.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -3.8% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | -1.1% | -2.6% | +1.5% | -1.0% |
| 3M | +14.3% | +25.1% | -10.8% | +11.6% |
| 6M | -31.9% | +78.5% | -110.4% | -35.9% |
| YTD | -30.7% | +59.4% | -90.0% | -34.3% |
| 1Y | -41.1% | +173.9% | -214.9% | -47.4% |
| 3Y | -17.1% | +382.7% | -399.9% | -32.8% |
| 5Y | -7.5% | +24.4% | -31.9% | -17.9% |
| All | +121.3% | +486.6% | -365.3% | +65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling