-21.1%
GIS vs ROST
+317.9%
-338.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.5% |
| 7D | -6.4% | +0.2% | -6.6% | -6.4% |
| 30D | -6.1% | -6.9% | +0.8% | -5.7% |
| 3M | +7.8% | -3.3% | +11.2% | +8.0% |
| 6M | -8.8% | +9.0% | -17.8% | -9.4% |
| YTD | -19.1% | +28.9% | -48.0% | -20.7% |
| 1Y | -24.8% | +54.0% | -78.7% | -27.2% |
| 3Y | -37.6% | +100.7% | -138.3% | -40.9% |
| 5Y | -25.4% | +116.0% | -141.5% | -30.2% |
| All | -21.1% | +317.9% | -338.9% | -33.5% |
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