+231.1%
GM vs ROST
+317.9%
-86.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.8% |
| 7D | -2.4% | +0.2% | -2.7% | -2.6% |
| 30D | -1.1% | -6.9% | +5.8% | +2.5% |
| 3M | +6.1% | -3.3% | +9.4% | +7.6% |
| 6M | +15.0% | +9.0% | +5.9% | +9.1% |
| YTD | +6.0% | +28.9% | -22.9% | -8.3% |
| 1Y | +47.1% | +54.0% | -6.9% | +15.3% |
| 3Y | +170.5% | +100.7% | +69.8% | +79.1% |
| 5Y | +80.5% | +116.0% | -35.5% | +10.3% |
| All | +231.1% | +317.9% | -86.8% | +52.2% |
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