+185.6%
TSCO vs GPC
+87.0%
+98.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | -3.1% | -1.8% | -1.4% | -2.4% |
| 30D | -4.4% | +0.1% | -4.4% | -4.5% |
| 3M | +9.7% | +37.4% | -27.7% | -4.8% |
| 6M | -32.4% | +25.4% | -57.8% | -39.2% |
| YTD | -31.7% | +12.2% | -43.8% | -35.9% |
| 1Y | -41.3% | -0.3% | -40.9% | -42.1% |
| 3Y | -18.3% | -1.6% | -16.7% | -21.5% |
| 5Y | -10.3% | +31.0% | -41.2% | -23.3% |
| All | +185.6% | +87.0% | +98.5% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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