-16.0%
GIS vs ROST
+46.2%
-62.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +2.0% |
| 7D | +9.4% | +1.3% | +8.2% | +9.2% |
| 30D | +15.5% | +4.9% | +10.5% | +15.2% |
| 3M | +3.4% | -6.9% | +10.3% | +3.4% |
| 6M | +9.4% | +3.8% | +5.6% | +9.3% |
| YTD | -16.2% | +31.4% | -47.6% | -16.4% |
| 1Y | -16.0% | +46.2% | -62.2% | -17.5% |
| All | -16.0% | +46.2% | -62.2% | -17.5% |
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