+49,750.0%
TSCO vs GPC
+1,468.8%
+48,281.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.6% |
| 7D | +0.8% | +1.2% | -0.4% | +0.2% |
| 30D | +5.5% | +6.0% | -0.5% | +2.6% |
| 3M | +20.0% | +42.6% | -22.7% | +0.6% |
| 6M | -29.8% | +22.8% | -52.6% | -37.1% |
| YTD | -28.7% | +15.5% | -44.1% | -34.5% |
| 1Y | -40.9% | +2.0% | -43.0% | -42.6% |
| 3Y | -15.9% | -1.4% | -14.5% | -19.6% |
| 5Y | -3.5% | +30.6% | -34.1% | -19.6% |
| 10Y | +142.2% | +80.6% | +61.6% | +62.7% |
| All | +49,750.0% | +1,468.8% | +48,281.2% | +9,949.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling