+40.1%
GILD vs ROST
+46.2%
-6.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.3% | +0.3% | -2.9% |
| 7D | +1.2% | +1.3% | -0.1% | +1.0% |
| 30D | +16.2% | +4.9% | +11.3% | +15.1% |
| 3M | +27.9% | -6.9% | +34.8% | +29.4% |
| 6M | +27.1% | +3.8% | +23.2% | +25.2% |
| YTD | +39.0% | +31.4% | +7.6% | +33.5% |
| 1Y | +40.1% | +46.2% | -6.1% | +31.7% |
| All | +40.1% | +46.2% | -6.1% | +31.7% |
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 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