+436.7%
GE vs ROST
+111.1%
+325.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.5% |
| 7D | +1.2% | +0.2% | +0.9% | +1.1% |
| 30D | -9.5% | -10.0% | +0.5% | -6.4% |
| 3M | +4.1% | +1.2% | +2.9% | +3.3% |
| 6M | +3.9% | +8.9% | -5.0% | +0.3% |
| YTD | +9.0% | +28.1% | -19.0% | -0.3% |
| 1Y | +21.9% | +53.0% | -31.0% | +4.7% |
| 3Y | +281.8% | +97.9% | +183.9% | +194.2% |
| 5Y | +436.7% | +112.0% | +324.7% | +306.7% |
| All | +436.7% | +111.1% | +325.6% | +306.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling