+8.9%
GE vs ROST
+54.7%
-45.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.1% | -3.4% | +1.0% |
| 7D | +9.4% | +7.8% | +1.6% | +7.1% |
| 30D | +7.5% | +8.6% | -1.0% | +5.1% |
| 3M | -12.5% | -1.9% | -10.6% | -12.5% |
| 6M | +17.8% | +9.1% | +8.6% | +14.1% |
| YTD | +7.4% | +37.2% | -29.8% | -0.7% |
| 1Y | +8.9% | +52.7% | -43.9% | +1.5% |
| All | +8.9% | +54.7% | -45.8% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling