-18.0%
GIS vs ROST
+54.0%
-72.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.0% | -2.5% |
| 7D | -7.8% | +0.9% | -8.8% | -7.9% |
| 30D | +6.6% | -8.9% | +15.5% | +6.7% |
| 3M | +21.0% | -0.8% | +21.8% | +21.3% |
| 6M | -9.1% | +8.5% | -17.6% | -8.8% |
| YTD | -13.6% | +28.6% | -42.2% | -13.2% |
| 1Y | -18.0% | +52.3% | -70.4% | -16.8% |
| All | -18.0% | +54.0% | -72.0% | -16.8% |
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