+1,463.7%
GIS vs ROST
+69,765.8%
-68,302.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -8.3% | 0.0% | -8.3% | -8.3% |
| 30D | +2.2% | -10.2% | +12.3% | +3.1% |
| 3M | +15.7% | +1.0% | +14.7% | +15.5% |
| 6M | -12.0% | +8.7% | -20.7% | -12.7% |
| YTD | -15.0% | +27.8% | -42.8% | -16.9% |
| 1Y | -20.1% | +52.7% | -72.8% | -23.1% |
| 3Y | -34.6% | +97.5% | -132.1% | -38.7% |
| 5Y | -22.8% | +111.6% | -134.4% | -28.8% |
| 10Y | -18.5% | +302.2% | -320.7% | -30.5% |
| All | +1,463.7% | +69,765.8% | -68,302.2% | +730.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling