+151.2%
GE vs ROST
+310.3%
-159.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -2.7% |
| 7D | +5.1% | +0.9% | +4.3% | +4.7% |
| 30D | +7.6% | +5.1% | +2.4% | +5.2% |
| 3M | -9.3% | -4.3% | -5.0% | -7.7% |
| 6M | +11.5% | +9.4% | +2.1% | +6.1% |
| YTD | +7.9% | +32.5% | -24.6% | -5.8% |
| 1Y | +7.6% | +46.9% | -39.2% | -10.6% |
| 3Y | +265.9% | +98.1% | +167.7% | +158.7% |
| 5Y | +405.9% | +116.9% | +289.0% | +229.9% |
| All | +151.2% | +310.3% | -159.1% | +31.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling